Form dough into small (1-inch) balls; dip in egg whites to coat; roll in chopped nuts; place on baking sheet 2 inches apart.
Create an indent in the middle of each ball of dough by pressing down with your thumb, creating a “nest-like” shape.
Bake in preheated (325 degree F) oven for 5 minutes.
Remove from oven and quickly press the indents again with your thumb; return to oven and continue baking for another 10-13 minutes.
Remove from oven and fill indents with jam while cookies are still warm.
Allow to cool completely before eating. Makes 40 cookies.