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In a large bowl, beat butter with an electric mixer on medium to high speed for 30 seconds. Add granulated sugar, brown sugar, baking powder, cinnamon, and baking soda. Beat until combined, scraping side of bowl occasionally. Beat in the 2 egg whites and the vanilla until combined. Beat in as much of the all-purpose flour and whole wheat flour as you can with the mixer. Using a wooden spoon, stir in any remaining flour and the oats. Cover and chill dough about 2 hours or until easy to handle.
Preheat oven to 375°F. Lightly grease two large cookie sheets or line with parchment paper. Shape dough into 3/4-inch balls. Roll balls in the 1 egg white; roll in nuts to coat. Place on prepared cookie sheets. Using your thumb, make an indentation in the center of each cookie.
Bake for 7 to 8 minutes or until edges are golden brown. If indentations puff during baking, gently press the back of a measuring teaspoon into indentations when cookies are removed from oven. Cool cookies on cookie sheet for 1 minute. Transfer to a wire rack; cool.
Just before serving, spoon preserves into indentations in cookies.