In a medium bowl, or stand mixer, cream butter
Once the butter is lighter, gradually add the sugar, mix to combine
Add the well beaten egg yolk, vanilla extract and flour, mix together on low
Shape the dough into 1" balls and set aside (chill for 15-30 minutes)
Dip each ball first into the egg white, then roll in the chopped nuts
place on a parchment lined sheet pan (or ungreased cookie sheet) and make an indent in each one with your thumb or a thimble (if you have one).
Bake in a 350℉ oven for 5 minutes, remove the tray and dent the cookies again (as they puff up when cooking)
Bake for an additional 12-15 minutes until cooked and golden on the bottom edges
Fill with jam while still hot