Instructions: In large mixer bowl beat butter, sugar, egg and vanilla until light and fluffy. Stir together flour, cocoa and salt; blend into butter mixture. Add milk; beat until well blended. Stir in walnuts. Refrigerate dough at least 1 hour or until firm enough to handle. Heat oven to 350 F. Lightly grease cookie sheet. Shape dough into 1-inch balls; place on prepared cookie sheet. Press thumb into center of each cookie. Bake 10 to 12 minutes or until set. Remove from cookie sheet to wire rack; cool. To serve, place about 1/2 teaspoonful filling in thumbprint; top with about 1 teaspoonful pie filling. Store cookies in refrigerator.

About 3 dozen cookies.

* VANILLA FILLING: In small bowl, combine 3/4 cup powdered sugar, 1 tablespoon plus 1 teaspoon softened butter or margarine, 2 to 3 teaspoons milk and 1/2 teaspoon vanilla extract; beat until smooth.

* CHOCOLATE CREAM FILLING: In small mixer bowl, beat 1 package (3 oz.) cream cheese, softened and 1/2 cup powdered sugar until well blended. Add 2 tablespoons HERSHEYS Cocoa and 1/4 teaspoon vanilla extract; beat until smooth.

Hershey Kitchens.

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