These raspberry-filled thumbprint cookies get a nutty flavor from the almonds mixed in the dough.
Grease cookie sheets; set aside.
Place almonds in a food processor bowl or blender container. Cover and process or blend until the nuts are finely ground, but still dry (not oily).
Transfer the almonds to a bowl. Remove 1-1/4 cups to a shallow dish; set aside. Stir flour, soda, and salt into the remaining ground almonds in bowl.
In a large mixing bowl, beat butter with an electric mixer for 30 seconds. Add the brown sugar and beat until combined. Beat in the egg yolks, milk, and almond extract or vanilla.
Beat in as much of the flour mixture as you can with the mixer. Stir in remaining flour mixture with a wooden spoon. If necessary, knead mixture with your hands until dough clings together.
In a small bowl, whisk egg whites and the 1 tablespoon water until mixture is frothy. Shape dough into 1-inch balls. Roll balls in egg whites, then in the reserved ground nuts to coat.
Place the balls 1 inch apart on prepared cookie sheets. Using your thumb, make an indentation in the center of each ball. Bake cookies in a 375 degree F oven for about 7 minutes or until edges are set and bottoms are lightly browned.
Transfer to a wire rack. Using back of a rounded spoon, press indentation into each cookie again. Spoon about 1/2 teaspoon raspberry preserves into center of each cookie. Let cookies cool. Just before serving, dust cookies with powdered sugar.