Even though this is a traditional cookie recipe in my family usually prepared at Christmas time, I often get requests to make them repeatedly just because they are so good! This cookie is light and buttery, with a nice crunch given by the chopped pecans. The filling can be whatever you like; I used blueberry jam because that's what we like. Strawberry or raspberry jam would work great as well. In the event that you have a nut allergy, you can substitute shredded coconut instead of using chopped pecans.
Preheat the oven to 350°F and line a baking sheet with parchment paper.
In a large mixing bowl, using an electric mixer, beat one-quarter cup of brown sugar, one-quarter cup of shortening, one-quarter cup of butter, one-half teaspoon of vanilla, and one egg yolk. Beat until well blended and mix in one cup of Bisquick. Roll the dough into balls.
Place the beaten egg white and one cup of finely chopped pecans in two separate bowls. Dip each dough ball into the egg white, coating on all sides, and then roll into the pecans. Place each one about an inch apart onto the prepared baking sheet. Press your thumb into the center of each cookie, making sure not to press down too far.
Bake for approximately twelve minutes in the preheated oven. Let cool for twenty minutes before filling each cookie with a dollop of your favorite jam.