Preheat the oven to 350°F (175°C). Line two baking sheets with parchment paper.
In a stand mixer fitted with the whisk attachment, beat the softened butter and granulated sugar on high speed for 2–3 minutes, until light and fluffy.
Add the egg yolk and vanilla extract and beat just until combined.
Switch to the paddle (flat beater) attachment. Add the all-purpose flour (3 1/3 cups, measured correctly), fine sea salt, and the finely chopped toasted pecans. Mix on low speed just until the dough comes together and no large streaks of flour remain, scraping down the sides of the bowl as needed. Do not overmix.
Using a small cookie scoop or a spoon, portion about 1 tablespoon of dough per cookie. Roll each portion into a smooth ball and place the balls on the prepared baking sheets about 2 inches apart.
Press an indentation into the center of each dough ball using your thumb or the back of a teaspoon. Press about halfway down through the dough ball but avoid breaking through the bottom.
Fill each indentation with raspberry jam, taking care not to overfill so jam does not run over during baking.
Bake in the preheated 350°F oven for 13–15 minutes, or until the edges of the cookies are just beginning to turn golden. If baking on two racks, rotate the pans halfway through baking for even browning.
Remove the sheets from the oven and transfer the cookies to a wire rack to cool completely before serving.