In a bowl, using a mixer, cream butter, sugar and vanilla well. Add flour and salt and mix until a dough forms. Chill dough for 30 minutes.
Preheat oven to 350 degrees.
Roll chilled dough into 1-inch balls. In a small bowl, mix egg and water together until frothy. Place each ball into egg mixture then roll in coconut. Place thumb into cookie to make an indentation for the filling. Fill with either raspberry or apricot filling.
Bake in preheated oven for 20 minutes. Remove to wire racks to cool. Makes about 4 dozen cookies. Enjoy!