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.
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.
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.
Spoon about 1/2 teaspoon jam into the center of each cool cookie.
Nutritional analysis per cookie.