Heat the oven to 350 degrees. Spray a cookie sheet lightly with cooking spray. Put the nuts in a small chopper or food processor and process until chopped well. Set them aside.

Mix flour, baking soda and salt in a medium bowl. Cream together the butter and confectioners' sugar in a separate bowl until smooth. Add the egg and the vanilla and mix well. Add dry ingredients to the cream mixture and blend completely. Cover and refrigerate the cookie dough for 30 minutes until chilled.

Scoop 1" balls of dough and roll them in chopped nuts, pressing the nuts in well. Fill the cookie sheet, setting cookies 2 inches apart. Press the center of the cookie down with your thumb to form an impression.

Bake the cookies for 20-25 minutes, checking them often. They will be just slightly browned. Remove them from the oven and place them on a wire rack to cool.