1. Beat butter at medium speed with an electric mixer until creamy; gradually add sugar, beating well. Add egg yolks and almond extract, beating until blended.
2. Combine flour and salt; add to butter mixture, beating at low speed until blended. Cover and chill dough 1 hour.
3. Shape dough into 1-inch balls. Lightly beat egg whites. Dip each dough ball in egg white; roll in pecans. Place 2 inches apart on ungreased baking sheets. Press thumb in each dough ball to make an indentation.
4. Bake at 350° for 15 minutes. Cool 1 minute on baking sheets, and remove to wire racks to cool completely. Press centers again with thumb while cookies are still warm; fill center of each cookie with jam.