Preheat your oven to 350°F (175°C).

In a large bowl, beat together the brown sugar, shortening, softened butter, vanilla extract, and egg yolk until creamy.

Gradually stir in the flour and salt until a soft dough forms.

Roll the dough into 1-inch balls. Place the egg white in one shallow bowl and the finely chopped pecans in another. Dip each dough ball first into the egg white, then roll it in the chopped pecans to coat evenly.

Place the coated balls about 1 inch apart on an ungreased cookie sheet. Using your thumb, gently press an indentation into the center of each cookie, being careful not to press all the way through.

Bake for 13 minutes, or until the edges are lightly golden. Immediately transfer the cookies from the cookie sheet to a wire rack to cool for 30 minutes.

Once cooled, fill each cookie's indentation with approximately 0.5 tsp of your chosen jam.