Preheat oven to 350F. Line baking sheets with parchment paper and set aside.

If using pecans, finely chop and place in a small bowl. Set aside.

Zest lemon and set aside.

In large bowl, beat together the butter, sugar, and egg yolk until light and fluffy.

Beat in the cream cheese, then beat in the vanilla extract and lemon zest until dough is smooth.

In a small bowl, whisk together the flour, baking soda, baking powder, and salt until combined.

Use a spatula or wooden spoon to gradually stir the dry ingredients into the wet until thoroughly combined and dough is soft, thick, and smooth.

Cover the dough with plastic wrap and chill for 10 minutes.

Use a measuring tablespoon to scoop out some dough. Roll it into a ball with your hands and place on the prepared baking sheet. Repeat with remaining dough. You should be able to fit 9 cookies on each baking sheet.

If using nuts, dip dough balls into the crushed pecans, then place nut-side up back on the baking sheets.

Using a small cork or your finger/thumb**, press a deep well into the center of each dough ball. You want the well deep and wide enough to hold a good amount of jam, but make sure you don't go all the way through the bottom of the cookie.

Fill each well to the top with jam (around a 1/4 tsp of jam per cookie).

Bake jam thumbprint cookies at 350F for 12-14 minutes, or until light brown.

Remove cookies from oven and let cool on baking sheets, then transfer cookies to wire racks to cool completely.