Mix 1 cup butter, sugar, egg yolks and vanilla thorougly. Add salt and flour. Roll into 1" balls, dip in slightly beaten egg whites and then in chopped pecans.
Place on cookie sheet and press thumb into center of each. Bake at 350° for 10-12 minutes. You may need to re-press thumb into centers again.
Gradually mix confectioner's sugar into softened stick of butter. Add a splash of milk. If constistency becomes too stiff, add more milk; if too runny, add more sugar. Add food coloring to desired shade. Fill cooled cookie centers.
Yields 4 dozen cookies.