1. Heat oven to 350ÂºF.
2. Mix brown sugar, shortening, butter, vanilla and egg yolk in medium bowl. Stir in flour and salt until dough holds together.
3. Shape dough into 1-inch balls. Beat egg white slightly. Dip each ball into egg white. Roll in nuts. Place about 1 inch apart on ungreased cookie sheet. Press thumb deeply in center of each.
4. Bake about 10 minutes or until light brown. Immediately remove from cookie sheet to wire rack. Cool completely, about 30 minutes. Fill thumbprints with jelly.
(Total time will vary; cook or bake time is per batch.)