Cream together butter, cream cheese, egg yolk, vanilla extract, peel and salt
until well blended. Gradually mix in confectioners' sugar, then flour to make
a stiff dough.
Chill dough for easier handling.
When dough is chilled, shape into 30 small balls, about 1 inch diameter.
egg white until foamy. Dip balls one at a time into the egg white, allowing excess
to drip back, then roll in finely chopped walnuts. Arrange about 2 inches apart
on ungreased cookie sheets and make a depression in the center of each with handle
Bake at 325 degrees F for about 15 minutes, until cookies begin to brown
on the bottom.
Carefully remove to wire racks and, while hot, fill each center with
about 1/2 teaspoon jam.