1. Adjust the rack to middle position and heat oven to 350°F. Coat two cookie sheets lightly with non-stick cooking spray.
2. Beat brown sugar and shortening in a medium bowl with an electric mixer on medium speed for 2 minutes or until fluffy. Scrape down sides of the bowl, then add egg yolks, water, vanilla and salt. Beat well until combined and then add flour on low speed until well blended.
3. Beat egg whites in a shallow bowl until foamy, place the pecans in a separate shallow bowl. Measure about 2 teaspoons of dough for each cookie. Form into balls by rolling between your palms. Dip each dough ball into egg whites, and then roll into pecans. Place on prepared cookie sheet. Using your thumb, make a rounded indentation in the top of each cookie.
4. Bake for 10 minutes then remove from oven. Place about 1 teaspoon preserves into the indentation of each cookie. Bake an additional 5 to 7 minutes or until lightly browned. Remove from the oven and cool for several minutes.