Separate egg, reserving egg whites. Cream butter, sugar and egg yolk. Add vanilla, flour and no-salt substitute and mix well.
Shape dough into balls then roll each into the egg white mixture, then finely chopped walnuts. Place on cookie sheets about 2 inches apart. With thumb, dent each cookie. Bake for 5 minutes.
Remove cookies from oven. Ad a small amount of jam in each thumbprint. Bake for another 8 to 10 minutes.