In the bowl of a standing mixer, cream together the butter and brown sugar on medium speed until fluffy. Add egg yolk and vanilla. Mix until well-combined.
Gradually add flour and salt to butter-sugar mixture and mix until just combined. Divide dough into 16 pieces and roll into balls.
Beat egg white in a separate small bowl. Dip each dough ball in egg whites and then into chopped walnuts. Press lightly to make sure nights adhere to dough.
Place each dough ball about 2 inches apart on prepared cookie sheet.
Using the back of a teaspoon or your thumb, make an indentation in each cookie. Chill cookies in freezer for 15 minutes.
Bake for 16 - 18 minutes. Remove from oven and fill indentation with jam.