01 -
In food processor, blend cheddar, butter, Parmesan, and egg yolk until combined. Add flour, cayenne, and salt; pulse until dough forms ball. Form into disc, wrap in plastic, and chill for 1 hour.
02 -
Preheat oven to 400°F. Line baking sheets with parchment. Let dough sit at room temperature 5 minutes.
03 -
Roll dough into 1-inch balls. Dip in beaten egg white, then roll in minced nuts. Space 1 inch apart on baking sheets.
04 -
Make indentation in each ball with thumb or spoon. Fill each with 1/2 teaspoon jelly.
05 -
Bake 14-16 minutes until lightly browned. Cool on sheets briefly before transferring to wire rack.