In the bowl of a stand mixer cream the butter and sugar on medium speed until light and fully.
Add the flour and salt and mix on low until just combined.
Divide the dough into two pieces and roll out into 2 logs 1 ¼ inches in diameter on parchment paper. Wrap in parchment and refrigerate until hard (at least 3 hours)
To Make the Jelly:
Place cranberries and water in a medium saucepan and bring to a boil, reduce heat, cover and simmer for 10 minutes. Pass mixture through a strainer or sieve, being sure to scrape off the outside of the strainer!
Return strained cranberry mixture to the saucepan and add sugar, wine, lemon juice and sat. Cook until sauce reaches 220°F (104°C).
Skim any foam and pour into a glass bowl to cool. Pour into a piping bag or plastic baggie.
Baking & Assembling the Cookies:
Preheat the oven to 350°F (176°C).
Unroll the log but leave it on the parchment paper. Brush the egg white on all sides of the log. Pour about ¼ cup granulated sugar in a line on the parchment. Roll the log in the sugar to evenly coat all sides.
Remove from parchment and place on cutting board. Cut into ½ inch slices and place slices on parchment lined baking sheet.
Press your thumb into each cookie to make an indent. If the cookies crack, let them warm up for about 5 minutes and try again.
Cut the corner off the plastic baggie or piping bag and squeeze about a teaspoon of jelly into the indent of each cookie.
Bake 12-15 minutes or until the edges of the dough are just beginning to brown.
Allow to cool 2 minutes on the pan and then remove to a wire rack to cool completely.