Preheat the oven to 350°F (177°C) and line two baking sheets with parchment paper.
In the bowl of a stand mixer fitted with the whisk (or using a hand mixer), 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. Add the all-purpose flour, fine sea salt, and finely chopped toasted pecans; mix on low speed just until the dough comes together, scraping down the bowl as needed.
Use a small cookie scoop or a spoon to portion the dough into roughly 1 tablespoon portions. Roll each portion into a ball and place 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, pressing about halfway down.
Fill each indentation with a small amount of raspberry jam.
Bake at 350°F for 13–15 minutes, until the edges are just beginning to turn golden; if baking on two racks, rotate pans halfway through baking.
Transfer the cookies to a wire rack to cool completely before serving.