Thumbprint Cookies

1/2 cup firmly packed light brown sugar
1 cup shortening
3 large eggs, separated
1/4 c. water
1 1/2 tsp. vanilla
1/4 tsp. salt
2 cups flour
2 cups finely chopped pecans
1 cup jam

Heat oven to 350 degrees. Spray two cookie sheets with nonstick spray. Beat the brown sugar and shortening with an electric mixer at medium speed for 2 minutes or until fluffy. Scrape down sides of bowl. Add egg yolks, water, vanilla and salt; beat until well combined. Add flour on low speed until well blended. Beat egg whites in a shallow bowl until foamy. Place pecans in a separate shallow bowl. Divide dough into 48 equal portions. Form 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 cookies for 10 minutes, remove from oven. It may be necessary to press the indentation once again. Fill each cookie with a scant teaspoon of jam. Return cookies to oven; bake another 5-7 minutes or until lightly browned on the bottom. Remove from oven; allow cookies to cool on baking sheet.