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1
Heat oven to 350 degrees.
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2
Spread pecans on a baking sheet and toast until golden, 8 to 10 minutes.
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3
Remove from oven and let cool completely.
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4
Line two baking sheets with parchment paper or nonstick baking mats.
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5
In a food processor fitted with the metal blade, combine nuts, flour, sugar and salt and pulse until very finely ground, about 1 minute.
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6
Transfer to a large bowl and add butter by hand, a few pieces at a time, massaging butter into dry ingredients until it forms a shaggy dough.
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7
(If dough seems dry and is not coming together, work in water, 1 tablespoon at a time, until it does.)
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8
Turn dough out onto a lightly floured work surface and bring it together with your hands.
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9
Have a bowl of warm water at hand nearby.
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10
Divide dough in half, dip your hands in water and roll each lump into a thin log, about 15 inches long and 1/2 inch across.
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11
Cut each log into 1/2-inch slices and roll each slice into a ball, dipping hands in water as needed to prevent dough from sticking.
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12
Transfer balls to prepared pans, spacing them about 1/2 inch apart.
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13
Using your pinkie or the rounded end of a small wooden spoon, press into the top of each ball to make a well.
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14
As you press, use your other hand to hold the ball and shape it around the finger or handle into a small, flat-bottomed cup.
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15
The goal is to give the dough an even thickness throughout the cookie.
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16
Place pans in refrigerator and chill cookies for at least 30 minutes or up to 12 hours.
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17
Bake cookies for 10 to 12 minutes, rotating baking sheets halfway through to ensure even browning, until cookies are golden around the edges.
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18
Remove baking sheets from oven and let cookies cool completely.
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19
(The recipe can be made up to this point 3 days ahead and stored in an airtight container.)
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20
When ready to serve (up to 8 hours ahead of time), use a pastry bag or a small spoon to fill each well with jam, marmalade or preserves.
