Preheat oven to 350°F.
In a medium bowl, using a hand held mixer or stand mixer, cream together butter and sugar until light in colour and fluffy. Add egg yolks, vanilla and salt. Beat well. Gradually add flour, and mix by hand until the flour is incorporated. Overmixing will create an overly soft texture which will be difficult to shape into balls.
In a small bowl, beat the egg whites with a fork until frothy. In medium bowl or plate, add the finely chopped walnuts.
Shape dough into ¾ inch balls, then dip each ball into the slightly beaten egg white and then final step is to roll each ball into the finely chopped nuts. Lay parchment paper on baking sheets, and place about 1 inch apart. Press down the centres with thumb.
Bake for about 15-17 minutes or until bottoms are golden. Cool slightly, remove from pan and cool completely on wire rack.
Store in a air-tight container in refrigerator for 1-2 weeks. Freeze up to 2-3 months. Just before serving, fill centers with preserves.
