These cookies are great in winter. You can use any kind of jam in them, but I think a tart flavor is better to contrast with the sweet cookie. Favorites are raspberry and cassis jam. I got this recipe from my mom, but you can find it all over on the Internet.
113g (1/2 cup) butter
1/4 cup sugar
1 egg, separated
1/2 tsp vanilla
1 cup all-purpose flour
1/8 tsp salt
3/4 cup walnuts, toasted and chopped
1/4 cup jam
Preheat oven to 180C/350F.
Beat butter and sugar. Add egg yolk and vanilla and mix well. Add the flour and salt and mix to combine.
Beat the reserved egg white. Roll cookie dough into 1-inch (2.5cm) balls. Dip the cookies into the egg white, and roll in the chopped walnuts.
With one finger or a small spoon, make an indentation in the top of each ball. Fill with about 1/4 tsp of jam.
Bake cookies for about 12 minutes, until lightly browned. Let cool on the cookie sheet for about 5 minutes before transferring to a cooling rack.