These jam-filled treats are a close cousin to thumbprint cookies.
Cream together butter and sugar. Add egg yolk and vanilla; beat well. Add the flour; beat again.
Chill dough for several hours.
Heat oven to 325 degrees.
Combine almonds with 2 tablespoons sugar. Form dough into small balls and dip in lightly beaten egg white, then in almond-and-sugar mixture. Press center of each ball with your thumb.
Bake for 5 minutes, then remove and push down centers again. Bake for another 15 minutes, or until golden brown. Cool slightly and fill centers with jam.