BIG OL' DISCLAIMER: I have no idea if these are actually Swedish. The recipe came from my great-grandma, who had Scandanavian roots, but I'm not sure if they are Swedish or if that's just the name we gave them.
Yet another Christmas cookie recipe!
Cream the butter and sugar together. Add the egg yolk and flour and mix thoroughly. Roll into small balls, and dip in the egg white. Then, roll in the chopped walnuts. Place on a cookie sheet and press the center of each, so there's a little depression in the center. Bake for 5 minutes at 300oF, and then press the centers again. Bake another 10 to 15 minutes. While they're still warm, fill the centers with jam.
Some notes: Other nuts can be really good, too. But, if you are going to give them to children and the children are picky, DO NOT USE PISTACHIOS! My mom did this one year when I was little, and I was REALLY FUCKING PICKY. The pistachios turn quite green when you bake them. Do you think I would go near those things? No chance!
Also, as to what type of jam: Raspberry is excellent. Strawberry is good too, but not as good as raspberry. Either of them is twice as good if the jam is homemade. But that's another node!