Combine all ingredients except egg white, flour, nuts and Lemon Cheese Filling. With mixer, beat until well blended. Beat in flour. Wrap dough in plastic wrap.
Chill at least 1 hour.
Shape into 1-inch balls. With mixer, beat egg white lightly. Dip balls in egg white; roll in nuts. Place 2 inches apart on ungreased baking sheets. Press thumb deep into center of each cookie; fill with Lemon Cheese Filling (recipe below).
Bake in preheated 375 degrees oven 10 minutes or until filling is set. Cool slightly; remove from baking sheets. Store tightly covered in refrigerator.
Lemon Cheese Filling Directions: Beat cream cheese, sugar, egg yolk, ReaLemon(R) and 1 drop of yellow food coloring, if desired, until well blended and smooth.