Cream the butter and sugar until light. Beat in the egg yolks, vanilla, and salt, the the flour. Shape dough into 1-inch balls.
Place the egg whites in a small bowl and beat them lightly with a fork.
Brush each dough ball with beaten egg white and then roll in the chopped pecans.
Place 2 to 3 inches apart on baking sheets. Press the center of each ball with your thumb and fill with 1/2 teaspoon of jam.
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