Stir salt and flour together; set aside. Mix brown sugar, shortening, butter, egg yolk and vanilla until combined. Add flour, a little at a time, until everything is incorporated.
Beat egg white slightly. Roll dough into 1 inch balls and dip in egg whites. Roll in nuts. Place on a cookie sheet lined with parchment paper.
Press thumb deeply in the center of each ball of dough and bake for 8 to 10 minutes. Cool on a wire rack. Fill cooled cookies with preserves and dust with powdered sugar before serving.