Beat butter and sugar together in a bowl using an electric mixer until creamy. Beat egg yolks into butter mixture and gradually beat flour into butter mixture until dough forms. Beat in vanilla. Cover bowl with plastic wrap and refrigerate dough for at least 2 hours.
Preheat oven to 350 degrees F (175 degrees C).
Roll chilled dough into walnut-sized balls and place 2 inches apart onto baking sheets. Flatten balls slightly and press an indentation into the center of each flattened ball. Fill each indentation with 1 pecan half.
Bake in the preheated oven until lightly browned, 12 to 15 minutes. Cool on cookie sheet for 5 minutes and transfer to a wire rack.