Preheat your oven to 350°F (175°C) to ensure even baking.
Line your baking sheet with parchment paper to prevent sticking and ease cleanup.
In a large mixing bowl, combine the softened unsalted butter and granulated sugar. Using an electric mixer, beat on medium speed until light and fluffy, about 2-3 minutes.
Add the egg yolk and vanilla extract to the creamed mixture. Beat until well combined, scraping down the sides as needed.
In a separate bowl, whisk together the all-purpose flour and fine sea salt. Gradually add the dry ingredients to the wet mixture, mixing until just combined. Avoid overmixing.
Fold in the finely chopped toasted pecans evenly throughout the dough.
Using a cookie scoop or spoon, portion the dough onto the prepared baking sheet, spacing cookies apart. Use your thumb or a teaspoon to make an indentation in the center of each cookie.
Fill each indentation with raspberry jam carefully, being generous but not overfilling to prevent bubbling over.
Bake the cookies for 12-15 minutes or until the edges are lightly golden. Watch closely to avoid overbaking.
Remove from oven and let cookies cool on the baking sheet for a few minutes before transferring to a wire rack to cool completely. Enjoy!