Cream butter, cream cheese, egg yolk, vanilla, lemon peel and salt until fluffy. Gradually mix in confectioners' sugar, then the flour to make stiff dough.

Chill dough for 2 hours.

Preheat oven to 325 degrees F (165 degrees C).

Shape dough into 30 - one inch balls.

Beat egg white until foamy. Dip balls in egg white then roll in chopped nuts. Arrange 2 inches apart on ungreased cookie sheet and make a depression in each with your thumb.

Bake for 12-15 minutes, until cookies begin to brown on the bottoms. Carefully remove to wire rack and while hot fill each depression with 1/2 teaspoon of apricot preserves or your favorite jam.