Mix everything, but jam,egg white,and nuts. Set them aside.Once dough is crumbly but will form a ball place into refrigerator covered for 1 hour.
After 1 hour preheat oven to 325.
Scoop dough with teaspoon,and roll into a ball, then into egg white,then nuts. Place each ball onto greased cookie sheet. Make a thumbprint most of the way through cookie, doing so very gently. If cookie cracks along edges,just pinch it back into shape. Bake 15-18 minutes, or look for a light golden brown. Take out of oven and cool at room temperature. Once cooled drop enough jam into cookie to fill indentation.
To truly please the eye,use different jam's.
You'll want to automatically make a double batch if you like thumbprint jam cookies, because these are soooooooo good.