Heat oven to 350.
Mix brown sugar, margarine, shortening, egg yolk and vanilla. Stir in flour and salt.
Shape dough into 1-inch balls.
Beat egg white slightly. Dip balls into egg white and roll in nuts.
Place about 1 inch apart on un-greased cookie sheet; press thumb deeply into the center of each cookie.
Bake until light brown, about 10 minutes. Immediately remove from cookie sheet. Allow to cool and fill thumbprints with jelly.