Mix sugar, margarine and egg. Stir in flour and pecans. Shape into roll 12 inches long. Wrap and refrigerate at least 4 hours or until firm.Heat oven to 350 degrees. Cut roll into 1/4-inch slices. Place about 1-inch apart on ungreased cookie sheet. Bake about 15 minutes or until light golden brown; cool. Put 1/2 teaspoon jam between 2 cookies to form sandwich. Heat chocolate chips and shortening over low heat until melted. Dip about half of each cookie sandwich into chocolate mixture. About 2 Dozen Cookies; 210 Calories Per Cookie.