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Mix everything, but jam,egg white,and nuts. Set them aside.Once dough is crumbly but will form a ball place into refrigerator covered for 1 hour.
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After 1 hour preheat oven to 325.
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Scoop dough with teaspoon,and roll into a ball, then into egg white,then nuts. Place each ball onto greased cookie sheet. Make a thumbprint most of the way through cookie, doing so very gently. If cookie cracks along edges,just pinch it back into shape. Bake 15-18 minutes, or look for a light golden brown. Take out of oven and cool at room temperature. Once cooled drop enough jam into cookie to fill indentation.
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To truly please the eye,use different jam's.
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You'll want to automatically make a double batch if you like thumbprint jam cookies, because these are soooooooo good.