Preheat oven to 350 degrees F. Adjust rack to middle position. Coat two cookie sheets lightly with cooking spray. Beat brown sugar and shortening until fluffy. Add egg yolks, water, vanilla and salt. Beat until well combined. Add the flour on low speed until well blended. Beat egg whites in a shallow bowl until foamy. Place the pecans in a shallow bowl.
Measure about two tsp. of dough for each cookie. Form dough into balls by rolling between your palms. Dip each dough ball into the egg whites, then roll into the pecans and place on the prepared cookie sheet. Using the back of a teaspoon or your thumb, make a rounded indentation in the top of each cookie.
Bake 10 minutes. Remove from oven. It may be necessary to create the indentation once again with a spoon. Place about 1/2 tsp. caramel topping into the indentation of each cookie. Then place about 1/2 tsp. preserves on top of the caramel. Bake an additional 5-7 minutes or until lightly browned. Remove from oven. Allow cookies to cool on baking sheet for several minutes, and then remove to cooling rack.