Combine flour, soda, and salt.
Combine butter, sugar, egg, and vanilla extract.
Beat about 1 minute, or until smooth and slightly thickened.
Add dry ingredients and blend well.
Chill until dough is firm enough to handle.
Form into 1-inch balls and roll in finely chopped nuts.
Bake on greased cookie sheets at 350° for 10 minutes.
Remove from oven and make an impression in center of cookie with thumb or end of wooden spoon.
Fill impression with jam or jelly.
Return to oven for 3 to 5 minutes, or until cookies are lightly browned.