Preheat the oven to 350˚F and line 2 baking sheets with parchment paper. Using a stand mixer, whisk together the softened butter and sugar on high speed for 2-3 minutes. Add in the egg yolk and vanilla extract and beat until combined.
Switch the whisk to to a flat beater. Add in the flour, salt, and chopped toasted pecans, mix just until combined, scraping down the sides of the bowl if needed.
Use a small cookie scoop, or a spoon to portion out equal-sized rounds (about 1 Tbsp each) of the cookie dough into a baking sheet lined with parchment paper. Roll each piece of dough into a ball and place them 2 inches apart. Indent dough balls as you go.
Use your thumb or the back of the teaspoon, and press halfway into the center of each cookie.
Fill each cookie in the center with jam. Bake at 350°F for 13-15 minutes or until the edges are just beginning to turn golden. If baking on 2 racks, rotate the pans halfway. Transfer to a rack to cool completely before serving. ENJOY