I liked this thumbprint cookies with toasted nuts and whole grains recipe from the New York Times. I made it for a New Year's Day gathering, using walnuts, whole wheat flower, and semolina flower (aka, what I had on hand). Basically they are health food, if by health food you mean half butter. I had lemon curd in the freezer to fill most of the cookies and used spiced apple butter for the rest. I think raspberry jam or cherry preserves would also be great.
I would make the cookies a bit smaller next time, since at the size the recipe specifies they are big enough to fall apart into a crumbly jam cookie goo ball after you take the first bite. (A tasty jam cookie goo ball, but I think one bite cookies would work better.)