In a large bowl combine the soften butter and sugar. Then add the one egg, milk, and vanilla. Mix on medium speed. (reserve your egg whites until the end).
In a separate bowl combine the flour, salt, baking soda, and baking powder.
Slowly add your dry ingredients to your wet ingredients. Mix on slow to medium speed.
Combine your walnuts and pecans in a food processer and finely chop. Then place these nuts in a small bowl. In a separate bowl place your egg whites.
Roll out your balls of dough to about the size of a Nickel. Then roll each ball in the egg wash first then in your nuts. Then place on a cookie sheet with parchment paper.
Press the center of each cookie down using your thumb or pointer finger.
Add jelly to the center of each cookie. Alternate between jelly flavors so you have a variety of flavors. ⅓ of your cookies should be grape, ⅓ of your cookies should be strawberry, ⅓ of your cookies should be apricot. Add just enough jelly to fill your thumbprint but not enough that it is towering over the cookie.
Place your cookies in the fridge for one hour or the freezer for 15 minutes. Then preheat your oven to 350 degrees.
Take cookies straight from the fridge to the oven. Bake your cookies for 12 minutes.
Enjoy!