I needed confectioner's sugar for a recipe, but had none. Who knew it was so easy?
If the goal is just to have sugar that dissolves easily, you can create superfine sugar by running 1 cup (or more) of sugar in a food processor for 30 seconds. If you're creating something that needs to gel (icing, for example), simply add 2 T of corn starch to the sugar before processing. You can create exactly the amount you need: If the recipe calls for 1.5 C of confectioner's sugar, add 1.5C of table sugar and 3T of corn starch to your food processor, then run for 30 seconds.
You may have already known this, but it was news to me. Brilliant.