In a large mixing bowl, cream softened butter and cream cheese for 2 minutes. Add brown sugar and sugar and cream for 4 minutes. Add egg and vanilla and mix together, scraping the bowl.
Stir in flour, baking soda, and salt. Add pecans.
Chill for 10 minutes.
Drop cookie dough onto parchment or Silpat lined baking sheet.
Bake for 10-12 minutes or until lightly golden brown on edges.
Remove from oven and sprinkle with sugar.
Lightly place thumb in center of cookie lightly pressing down to make an indention.
Drop a heaping 1 teaspoon of jam in the center of the cookie.