Preheat oven to 375°F/190°C.
Thoroughly mix the butter, sugar, eggs and vanilla together.
Sift flour into mixture and combine.
Shape dough into 1-in. balls and roll in nuts to lightly coat. Place on a cookie sheet at least 1 1/2 in. apart.
Bake for 10 minutes and remove from the oven.
Using your thumb or a teaspoon, make a depression in each cookie and fill with 1 tsp. of jam.
Return cookies to oven and bake an additional 10 minutes or until lightly browned.