Preheat oven to 350 degrees F. Line baking sheets with wax paper. Beat butter and shortening in large bowl until shiny, about 2 - 3 minutes. Add brown sugar, beat until fluffy. Beat in egg yolks and vanilla until well combined. Beat in flour and salt until well combined.
Roll tablespoons of dough into balls. Coat in egg white, roll in walnuts. Put 1" apart on baking sheets. Bake 5 minutes.
Remove from oven. Using end of wooden spoon, make indentation in centers. Bake additional 12 minutes. Immediately spoon 1/2 tsp. jam into holes. Cool on pans or wire racks.