Preheat your oven to 350°F (175°C). This ensures that your cookies bake evenly and come out perfectly golden.
In a large mixing bowl, cream together the softened butter and granulated sugar using a hand mixer or stand mixer until the mixture is light and fluffy, about 2-3 minutes.
Add the egg yolk and vanilla extract to the butter-sugar mixture, mixing until well combined.
In a separate bowl, whisk together the all-purpose flour and fine sea salt. Gradually add this mixture to the wet ingredients, mixing until just combined. Be careful not to overmix.
Gently fold in the finely chopped toasted pecans until evenly distributed throughout the dough.
Using a cookie scoop or your hands, form the dough into small balls, about 1 inch in diameter. Place them on the prepared baking sheet, leaving space between each ball.
Using your thumb or the back of a small spoon, create an indentation in the center of each cookie ball without pressing all the way through.
Spoon about 1/2 teaspoon of raspberry jam into each thumbprint, filling it generously but not overflowing.
Bake the cookies in the preheated oven for 12-15 minutes or until the edges are lightly golden. Let cool on the baking sheet for a few minutes before transferring to a wire rack to cool completely.