Mix shortening, sugar, egg yolk and vanilla. Blend flour and salt and mix into shortening mixture. Roll dough into balls. Beat egg white slightly with fork. Dip balls in egg white. Roll in nuts. Place 1 inch apart on ungreased sheet, press thumb gently in center of each. Bake at 350 degrees for 10-12 minutes. Fill thumbprints with jelly or tinted icing. Makes three dozen.