"Every time my mother baked nut horns while I was growing up, she made the dough the day before and refrigerated it in a Tupperware container. Late at night I would sneak down into the kitchen and steal some of the dough, which tasted even better in its contraband form. In my professional cookie-making career, I have used my mother's nut horn dough to make countless cookies. It yields lovely Mexican wedding cookies, but it is especially good as a base for thumbprints. The center of the thumbprint is a praline, which I cook on the stove as the cookies bake. While the cookies are still warm, I spoon the praline into the indentations and then chill the cookies until the centers have set. I buy toasted and salted pecans. If using unsalted nuts, add a pinch or two more salt. If the nut pieces are very large, run a knife through them before making the praline...."