Preheat your oven to 350°. In a medium bowl, mix shortening, butter, sugar, egg yolk, and vanilla until smooth. Blend flour, cocoa and salt into the mixture. Roll into one inch balls, dip balls into slightly beaten egg white, then roll into chopped walnuts.

Arrange on a lined cookie sheet and indent the middle of each cookie gently with your thumb. Bake at 350° for 10 to 12 minutes and immediately indent the cookies in the same spots as you remove them from the oven. Allow to cool completely.

Meanwhile, mix the peanut butter with the whipping cream and powdered sugar.

Top each thumbprint with icing and store in an airtight container.

Freeze any extras the same day for the freshest cookies.