In a large mixing bowl, use an electric mixer to cream together the softened butter and granulated sugar until light and fluffy, about 2-3 minutes. Add the egg yolk and vanilla extract, mixing until well incorporated.
In another bowl, whisk together the all-purpose flour and fine sea salt. Gradually add this mixture to the wet ingredients, mixing on low speed until just combined. Be careful not to overmix.
Fold in the finely chopped toasted pecans, ensuring they are evenly distributed throughout the dough.
Cover the dough with plastic wrap and refrigerate for at least 30 minutes to help the cookies hold their shape during baking.
Preheat your oven to 350°F (175°C) and line your baking sheets with parchment paper.
Once the dough is chilled, use a cookie scoop or tablespoon to portion out the dough, rolling each portion into a ball and placing them on the prepared baking sheets, spaced about 2 inches apart.
Gently press down in the center of each ball with your thumb or the back of a teaspoon to create a well for the jam.
Spoon a small amount of raspberry jam into each thumbprint, being careful not to overfill.
Bake the cookies for 12-15 minutes, or until the edges are lightly golden. Let them cool on the baking sheets for a few minutes before transferring to a wire rack to cool completely.
