These guys are really versatile; you can fill them with cranberry sauce (pictured) or fig jam and/or almond butter or tomato purée or basil pesto or anything you dream of. They are also very delicious on their own as rounds. Before baking, you can leave the dough in the fridge for up to 3 days or freeze it for up to 2 weeks. Can I say efficient? :)
I adapted the parmesan shortbread rounds recipe from Epicurious. To make the thumbprints instead of rounds, however, roll the shortbread dough into little balls of 1 inch diameter between the palms of your hands. Then, gently press your thumb in the middle.