Piloncillo is unrefined sugar that is purchased in hard cones. It comes in colors from beige to brown. Heat piloncillo and water to boiling in 2 litre saucepan, stirring constantly. Reduce heat slightly. Cook, without stirring, to 110ºC on candy thermometer or until small amount of mixture dropped into very cold water forms a soft ball that flattens when removed from water. Remove from heat. Immediately remove thermometer. Stir in butter. Cool 8 minutes without stirring. Stir in pine nuts and vanilla. Beat with spoon until slightly thickened and mixture just coats pine nuts but remains glossy, about 1 minute. Drop by rounded teaspoonfuls onto waxed paper. Let stand until candies are firm. Store tightly covered at room temperature.