Preheat the oven to 350°F (175°C). Line two baking sheets with parchment paper.
In the bowl of a stand mixer fitted with the paddle (flat beater) attachment, beat the softened unsalted butter and granulated sugar on medium-high speed for 2–3 minutes, until light and fluffy.
Add the room-temperature egg yolk and vanilla extract to the butter-sugar mixture and beat just until combined, scraping down the bowl as needed.
With the mixer on low, add the all-purpose flour and fine sea salt, then add the finely chopped toasted pecans. Mix only until the dough comes together and no large streaks of flour remain, stopping to scrape the bowl once or twice. Do not overmix.
Use a small cookie scoop or a spoon to portion out approximately 1 tablespoon of dough per cookie. Roll each portion into a smooth ball and place the balls 2 inches apart on the prepared baking sheets.
Using your thumb or the back of a teaspoon, press an indentation into the center of each dough ball about halfway through the height of the cookie (create a shallow well to hold jam).
Spoon raspberry jam into each indentation, filling the well but not overflowing the edges.
Bake one sheet at a time or both sheets at once at 350°F for 13–15 minutes, until the edges are just beginning to turn golden. If baking on two racks, rotate the pans halfway through baking.
Remove the baking sheets from the oven and transfer the cookies to a cooling rack. Cool completely before serving.