- Preheat the oven to 350°F and line 2 baking trays with parchment paper.
- By hand, with electric beaters or using a standup mixer fitted with the paddle attachment, beat the butter and brown sugar until smooth. Beat in the egg yolk, zest and vanilla.
- Add the flour and salt and mix until evenly blended. Spoon out tablespoonfuls of the dough and shape each into a ball. Whisk the remaining egg white in a small bowl. Dip each cookie into the egg white and then roll completely in the walnut crumbs. Place the cookies on the prepared trays, leaving an inch between them. Once all the cookies are on the trays, make an impression in the centre of each using the knuckle of your index finger (they may be called thumbprint cookies, but it’s easier to manage using your knuckle).
- Bake the cookies for about 15 minutes, until the walnut crumbs and the bottoms of the cookies are lightly browned. While still warm, press the centre of the cookies down again, to make more room for the marmalade. Fill the cookies while still warm.
- Stir the jam to soften, and then spoon a little into each cookie. Let the cookies air-dry for about 2 hours, then store.
The cookies will keep in an airtight container for up to 5 days.