In the bowl of a standing mixer fitted with the paddle attachment or a large mixing bowl, cream together the butter and sugar on medium speed, until just combined. Beat in the almond extract and salt. With the mixer running on low, slowly add in the flour, mixing just until the dough begins to come together. Transfer to a lightly floured surface, then press and roll into a flat disk. Wrap with plastic and place in the refrigerator to chill for 30 minutes.
Preheat the oven to 350 degrees. In a small bowl, beat together the egg with 1 tablespoon water to create an egg wash. Sprinkle the coconut into a shallow bowl.
Once the dough has chilled, roll it into 1 1/4-inch balls. Dip each ball into the egg wash, then roll it in the coconut flakes. Arrange the balls on ungreased baking sheets. With the top of your finger (a tube of lip balm works well also), press a light indentation into the top of each cookie. Drop a scant 1/2 teaspoon of lemon filling into each indentation. Bake for 18 to 20 minutes, until the cookie edges are set and the coconut is golden. Transfer to a baking sheet and let cool.
Store leftover thumbprint cookies in an airtight container for up to four days.
Easy Cookie Recipe, Lemon Coconut Thumbprint Cookies