In a medium-sized bowl, beat the butter, sugar, and vanilla together. Add flour and beat until a stiff dough forms. Add up to 1 tablespoon (1 tsp at a time) of water to bring the dough together if necessary.
Roll the dough into a ball and press it with your thumb. Bake at 350°F for 10-15 minutes until the center looks dry and not doughy. If the center puffs up while baking, press it back down with the back of a teaspoon.
Filling
In a small bowl, mix everything together and fold in the pecans.
Fill the dough and bake again for 4-6 minutes until the edges are golden and the filling is bubbling.