HEAT oven to 350 degrees F. Line cookie sheets with parchment paper, if desired.
COMBINE cookie mix, flour, softened butter, egg and vanilla in medium bowl. Mix with spoon until soft dough is formed.
USE level measuring teaspoon of dough to make 3/4-inch balls. Dip into egg whites, then roll in pecans. Place on prepared cookie sheet. Make a rounded indentation in the center of each cookie.
BAKE 10 minutes. Remake rounded indentation in cookie. Fill with 1/2 teaspoon preserves. Bake an additional 2 minutes or until lightly browned. Cool on cookie sheet 5 minutes. Transfer to wire rack. Cool completely.
* To soften butter: Heat unwrapped butter in microwave 10 to 15 seconds.