Preheat the oven to 350 degrees F. Butter a 9x9x2 inch metal cake pan (or use an 8x8, but it will be thicker).
Using an electric mixer, beat the butter, sugar and egg yolk in a bowl to blend. Add the flour and salt; beat until moist clumps form.
Gather the dough together. Press the dough over the bottom and ½ inch up sides of pan. Bake the crust until golden, about 20 minutes. Cool.
FILLING
Combine the first 4 ingredients in a medium saucepan. Bring to a boil, stirring until the butter melts and the mixture is smooth. Boil for 30 seconds. Remove from heat; mix in vanilla, then nuts.
Pour the hot filling onto the crust. Bake the bars until the filling is bubbling in the center, 15 to 18 minutes. Cool the bars completely in the pan on a rack (the filling will become firm).
Chill at least 1 hour and up to 2 hours. Cut into small-sized bars.
Notes
These bars may be prepared up to three days ahead.