1. In a large bowl, with a mixer on medium speed, beat 1 cup butter and the sugar until smooth. Add egg yolks and vanilla and beat until well blended. Stir in flour and salt and beat just until dough comes together.
2. In a small bowl, beat egg whites to blend. Place walnuts in another small bowl. Shape dough into 1-inch balls. Dip each in egg whites, turning to coat completely, then roll in walnuts to coat. Place about 1 inch apart on buttered 12- by 15-inch baking sheets. Press your thumb gently into the center of each cookie to make an imprint.
3. Bake cookies in a 325° regular or convection oven until lightly browned, 18 to 20 minutes; if baking two sheets at once in one oven, switch their positions halfway through baking. Let cookies cool on sheets for 5 minutes, then use a wide spatula to transfer to racks to cool completely.
4. Spoon about 1/2 teaspoon jam into the center of each cool cookie.
Nutritional analysis per cookie.