Heat oven to 350 degrees.
Mix butter, shortening, brown sugar, egg yolk, and vanilla with a mixer.
Blend flour and salt together in a small bowl and stir into batter. Batter will be thick.
Beat egg white in small bowl and place chopped walnuts on a small plate.
Roll dough into balls (I do tablespoons, but my mom does teaspoons), dip balls into egg white, then roll in walnuts. Place on baking sheet.
Press your thumb gently into the center of each cookie to make an indentation.
Bake for 10-12 minutes or until slightly firm. Remove from oven. You may need to press your thumb gently into each cookie while they're still warm to redefine the indentation.
Allow cookies to cool and fill the centers with frosting, jam, or other favorite filling.