In medium bowl, whisk together flour and salt and set aside. Line 2 rimmed baking pans with parchment paper.

Divide eggs so that whites and yolks are in two separate small bowls. 

Add yolks to bowl of stand mixer fitted with paddle attachment. Add shortening, brown sugar and vanilla to mixer bowl. 

Beat at medium speed 2 minutes or until mixture is light and fluffy, scraping down sides of bowl as needed.

Add flour mixture to mixer bowl and mix on low until just combined, scraping down sides of bowl as needed.

Preheat oven to 300 degrees F. Roll dough into 1-inch balls (about 22g of dough each if you want to scale them) and place on prepared pans. The dough will be very sandy - this is what gives the final cookies their melt-in-your-mouth texture. Press the dough back and forth between your hands a few times to warm it up before rolling gently.

Place walnuts in medium bowl. One at a time, dip each dough ball into egg whites, allowing excess to drip off before rolling dough ball in walnuts. Use your hands to gently press walnuts onto the dough balls. Place dough balls back on prepared pans, 1 inch apart. 

Transfer to oven and bake 5 minutes. 

Remove cookies from oven. While holding outside of cookie balls gently with one hand, use the thumb of your other hand to make an indent in the middle of each cookie. You may need to slightly reshape the outside of the cookie after you do this; this is normal. Fill each well with 1/2 teaspoon jam.

Return to oven and bake 10 to 12 minutes or until bottoms are light golden brown. They will be very soft when they come out of the oven. Do not overbake. Transfer pans to cooling rack and allow cookies to cool completely on pans before serving.