Preheat oven to 375. Combine cake mix, crisco, egg yolk and milk. Shape dough into 1" balls. Beat egg whites and water slightly. Dip balls into egg white mixture, then roll it in chopped nuts. Place 2" apart on greased cookie sheet. Bake at 375 for 10-12 min. Until golden brown. Make a depression in the center of each cookie with a teaspoon. Let the cookies cool for several minutes on cookie sheet. Remove to racks for cooling. Fill each depression with jelly.
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