Preheat oven to 350°F. Butter 9x9x2-inch metal cake pan. Using electric mixer, beat butter, sugar, and egg yolk in bowl to blend. Add flour and salt; beat until moist clumps form. Gather dough together. Press dough over bottom and 1/2 inch up sides of pan. Bake crust until golden, about 20 minutes. Cool.
Combine first 4 ingredients in medium saucepan. Bring to boil, stirring until butter melts and mixture is smooth. Boil filling 30 seconds. Remove from heat; mix in vanilla, then nuts.
Pour hot filling into crust. Bake bars until filling is bubbling in center, about 15 minutes. Cool bars completely in pan on rack (filling will become firm). Chill at least 1 hour and up to 2 hours. (Can be made 3 days ahead. Cover and keep chilled.) Cut into 30 bars. Recipe easily doubles!