Preheat your oven to 350 degrees. Line a baking sheet with a silpat mat or parchment paper.
With a hand held mixer, combine your butter & sugars together in a medium sized bowl. Add the vanilla then add the flour & pecans. The mixture will be dry.
Take a spoon or spatula and mix till it comes together.
Using a small cookie scoop, make round balls and place on prepared sheet. With your thumb or finger, press into the center of the dough to make a "thumbprint". If they crack, smooth edges a little. Very lightly, press down on the edges so they are slightly flatter. Fill the centers with the prickly pear cactus jelly.
Bake for 9-10 minutes or until the cookie is just set.
While cookies are baking, make the glaze.
FOR THE GLAZE:
Mix all ingredients in a small bowl. Let the cookies cool a little then drizzle the glaze over the top. You can use a fork for a more rustic look or a plastic bag for a clean looking glaze. Fill the bag with the glaze then snip the corner with scissors and drizzle over the top of the cookies.
Store in an airtight container.
Recipe by Baked in AZ at http://bakedinaz.com/prickly-pear-orange-pecan-shortbread-thumbprint-cookies/