In a medium mixing bowl, cream shortening and butter. Add sugar. Mix well. Then
add egg yolks and vanilla. Add dry ingredients all at once.
Refrigerate dough for at least one hour or until stiff enough to work with.
Roll dough into 1-inch balls, then dip in egg whites, then roll in nuts. Place
about 2 inches apart on greased cookie sheet. Bake for 5 minutes. Working
quickly, pull cookies from oven and imprint each cookie with your thumb (if
you're heat sensitive, the rounded end of melon baller does nicely), and return
to oven. (Some use a thimble.) Bake 8 to 10 minutes more. Allow cookies to
gently brown; don't burn the nuts.
Allow to cool completely before filling center with icing glaze (confectioners'
sugar mixed with just enough milk to make it easy to spoon, not too runny) or a
tiny dollop of your favorite jelly or jam.
