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Position rack in the center of the oven; preheat to 375°F. Line a large baking sheet with parchment paper or a silicone baking mat.
Whisk all-purpose flour, whole-wheat flour, baking soda and salt in a medium bowl until well combined. Grind walnuts in a food processor until they resemble coarse meal.
Beat butter, oil, granulated sugar and brown sugar in a large bowl with an electric mixer until almost creamy—the mixture may still be a little grainy. Beat in egg and vanilla; scrape down the sides and beat in melted chocolate and the ground nuts. Stir in the dry ingredients with a wooden spoon until just incorporated.
Roll 1 tablespoon dough into a ball, place on the prepared baking sheet and flatten slightly until it looks like a deflated basketball. Continue with the remaining dough, spacing the cookies 2 inches apart.
Bake the cookies for 6 minutes. Remove from the oven and gently press your thumb or the end of a wooden spoon in the center of each cookie. Place 1/2 teaspoon jam in each indentation. Bake until the jam is melted and the cookie is set but still a little soft, 8 to 10 minutes more. Cool on the pan for 2 minutes, then transfer to a wire rack to cool completely. Let the pan cool for a few minutes before baking another batch.
Enhancements: Use any flavor jam you want, just don’t use preserves (the pieces of fruit may be too large) or jelly (it will melt too quickly and run).