In a food processor or an electric mixer, cream butter with sugar and salt until light and fluffy. Beat in egg yolks, orange zest, vanilla, and lemon juice until smooth. Add flour and mix until just blended and smooth. Wrap in plastic wrap and refrigerate at least 1 hour or up to 2 days.(Can be frozen up to 2 weeks.) Preheat oven to 350 degrees. Pinch off pieces of dough and form into 1-inch balls. Dip each ball into unbeaten egg white, then roll in nuts to coat completely. Place 1 1/2 inches apart on ungreased baking sheets. Use your thumb to make a depression in center of each cookie. Bake cookies for 8 minutes.

Remove from oven, re-form depression in center, and fill each with about 1/2 teaspoon fruit preserves. Return to over and bake 6 to 8 minutes more, until cookies are lightly golden and set. Cool completely on racks. Store tightly covered up to 4 days or freeze up to 2 weeks. Makes about 4 dozen.