Preheat oven to 350 F. Grease cookie sheet. Combine dry cake mix, shortening, egg yolks and milk. Mix well. Shape into 1 inch balls. Combine egg whites and water, Beat with fork until blended dip ball in egg white mixture, then roll in nuts. Place 2 inch apart on cookie sheet. Bake for 12 to 15 minutes or until golden brown. Immediately press thumb into center of each cookie making a depression. Cool several minutes on cookie sheets, then remove to racks to finish cooling. Before serving, fill depression with jelly.
Makes 2 dozen.
Cajun Country -- New Iberia, Louisiana