Ground walnuts add a nutty taste to the cookie that pairs deliciously with the strawberry filling. if it's easier, use your finger instead of your thumb to press the indentations into the balls of cookie dough.
Beat butter, 1/2 cup of the sugar, yolk, vanilla and salt until fluffy. Add walnuts and flour. Blend on low speed just until combined; dough will be crumbly but moist. Gather dough together with your hands to form a ball. Divide dough in half; wrap in plastic, refrigerate for 1 hour.
Heat oven to 375°F. Line 2 large baking sheets with nonstick foil. Break off 1 tablespoon of dough and roll into a ball. Then, roll ball in remaining 1/2 cup sugar to coat. Place on prepared baking sheet. Press a deep indentation into center of dough, large enough to hold 1/2 teaspoon jam. Fill indentation with jam; repeat to form 36 cookies.
Bake cookies at 375°F for 12 to 14 minutes, rotating pans halfway through, until lightly golden. Cool on pans on racks for 5 minutes; use a spatula to transfer cookies to racks to cool completely.