Cream the sugar and shortening together until fluffy
Add egg yolk, beat well
Work in the flour on slow speed until combined
Shape dough into 24 balls
Beat egg whites until foaming
Dip each ball into beaten egg whites, than roll into chopped nuts
Place on cookie sheet and flatten with bottom of glass
Bake in preheated oven for five minutes
Remove from oven and press the center of each cookie in
Return to oven and bake for additional ten minutes
When cooled, fill Center with jam or marmalade