These savory appetizer cookies have a cheese dough that is baked and then filled with jalapeno jelly.
Preheat oven to 350 degrees F. Line 2 large cookie sheets with parchment paper or lightly grease; set aside. In food processor combine cheeses and butter. Cover; process until well combined. Add egg yolk and 1/4 teaspoon ground black pepper; cover and process until combined. Add flour; pulse several times until a soft dough forms; set aside. (Or in bowl beat butter with electric mixer for 30 seconds; beat in cheeses until well combined. Beat in yolk and pepper until combined. Add flour; beat until soft dough forms.)
In a small bowl combine egg white and water. Place pecans in a shallow dish. Shape dough into 3/4-inch balls. Roll balls in egg white mixture, then in pecans. Place 1 inch apart on prepared cookie sheets. Press your thumb into center of each ball, reshaping as necessary. Bake about 15 minutes or until edges are firm and cookies are lightly golden. Press puffed centers down using the rounded side of a measuring teaspoon. Transfer to a wire rack and let cool. Just before serving, place a small amount of jelly in the center of each thumbprint. Store unfilled in refrigerator up to 3 days or in freezer up to 3 months. Thaw if frozen. Fill before serving. Makes about 42 appetizers cookies.
Place in covered storage containers with waxed paper between layers in the refrigerator up to 3 days or in the freezer up to 3 months. Thaw before filling.