Preheat oven to 325 degrees. Put butter and 1/2 cup sugar in the bowl of an electric mixer fitted with the paddle attachment; mix on medium speed until pale and fluffy, about 3 minutes. Add egg yolk and vanilla, and mix well. Reduce speed to low. Add flour and salt, and mix until just combined. Refrigerate dough for 2 hours.
Stir together toasted hazelnuts and remaining 2 tablespoons sugar in a small bowl. Roll dough into 1-inch balls; dip balls in egg white, then in hazelnut-sugar mixture. Space 1 inch apart on baking sheets lined with parchment paper. Press down center of each ball with your thumb. Bake for 10 minutes.
Remove from oven; press down centers again with the end of a wooden spoon. Return to oven. Bake cookies until golden brown, 8 to 10 minutes more. Let cool slightly on sheets on wire racks. Fill each center with jam.
Cookies can be stored in a single layer in airtight containers at room temperature up to 2 days.