Preheat oven to 350 F. In a large bowl, beat together butter and sugar until light and fluffy. Beat in egg yolks, vanilla extract and salt. Gradually stir in flour. Form dough into 1-inch diameter balls. Dip in lightly beaten egg whites, then roll in nuts. Place 1 inch apart on prepared cookie sheets. Press down center of each with thumb. Bake for 5 minutes, quickly re-indent cookies and continue baking 5 min. fill with jam and bake 3-4 min. or until golden brown. Cool on baking sheet for 5 minutes, then remove to a wire rack to cool completely.
I made 6 Dozen of these for a friend of mine and about a dozen (nut free ones) for our Family as well. They are like a short bread with jam. Yum!