Thumbprint cookies can crack if the shortbread dough is too dry or if it has been sitting on the baking sheet for too long before you make the indent. Make sure to create the indent right after you roll each cookie instead of forming all of the cookies and then making the indents. If your dough does crack, simply press the crack back together. Using your thumb can also cause the cookies to crack as your thumb can be bigger than the cookie itself, which makes a larger indent that will cause cracks. That is why I love using the index finger joint method in this recipe.