Here is one recipe developed by Judy Mastro Scheidt for Thumb Print cookies.
1/2 Cup Butter or Margerine
1/4 Cup brown sugar
1 egg yolk
1/2 teaspoon vanilla extract
1 cup sifted white flour plus "a little"
1/4 teaspoon salt
1/2 cup finely chopped nuts, usually walnuts
Fruit Preserves for filling the "Thumb Print"
After mixing the above ingredients together, roll dough into 1 inch balls. Roll each dough ball in the crushed nut mixture and place on an ungreased cookie sheet. Bake 5 minutes in a pre-heated 375 degree oven and remove to make your "thumb print" with the back of a wooden spoon as the dough is hot. Then place the partially cooked dough back into the oven for roughly 8 minutes. Remove your "Thumb Prints" to cool and fill the indented area with your favorite fruit preserves.