How to Make It
Preheat oven to 350°F. Line 2 large baking sheets with parchment paper; set aside.
Whisk together egg whites, sugar, and salt in a large bowl until frothy. Stir in coconut and walnuts. Drop coconut mixture in 1-tablespoon mounds 2 inches apart on prepared baking sheets. Flatten each to 1/2-inch thickness.
Bake both baking sheets at the same time in preheated oven until golden brown, about 12 minutes, rotating baking sheets (top rack to bottom rack and front to back) halfway through baking. Cool completely on baking sheets, about 45 minutes.
Turn half of cookies over (flat side up), and spread each with about 1 teaspoon jam. Top with remaining cookies, flat side down, to form sandwiches. Chill until set, about 15 minutes. Store, covered, at room temperature up to 3 days.