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Line two baking sheets with parchment paper, or use a non-stick baking sheet; greasing the pans isn't sufficient to prevent sticking.
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In a large bowl, beat the butter and sugars until very light.
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Beat in the egg yolks, vanilla, and salt.
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Add the nut flour and the lesser amount of gluten-free flour, stirring until well blended. If the dough seems too sticky, add just enough additional gluten-free flour to make it workable.
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Cover and chill the dough for an hour.
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Preheat the oven to 350°F.
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While the dough chills, cover the egg whites and leave them out of the refrigerator to warm up to room temperature.
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In a small bowl, whip the egg whites until they're foamy.
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Break off pieces of dough and roll them between your palms to form 1" balls.
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Dip the balls into the egg whites, and roll them in the chopped nuts. Place the cookies about 2" apart on the prepared baking sheets.
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Bake the cookies for 8 minutes, then remove them from the oven.
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Make a deep thumbprint in the center of each cookie.
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Return to the oven, and bake until they're a light golden brown, about 4 to 6 minutes.
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Remove the cookies from the oven and transfer them to a rack to cool.
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Fill the thumbprints with the filling of your choice, using about 1/2 teaspoon for each.
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Store leftover cookies, securely wrapped, at room temperature for a couple of days; freeze for longer storage.
