Preheat oven to 350F. Beat sugar and margarine at medium speed on electric mixer until well blended. Blend in vanilla and salt. Reduce mixer to low speed; add flour, beating until well blended. Shape dough into balls using 1 slightly rounded tsp per cookie; roll in chopped nuts. Place dough on baking sheets; press thumb in center of each cookie to form indentation.
Bake 10 to 12 minutes or until edges are lightly browned. Cool on wire racks. Spoon or pipe cream cheese into cookies as needed; sprinkle with coconut.
Prepare dough; do not roll in nuts. Wrap; refrigerate up to one week.
Cajun Country -- New Iberia, Louisiana