Preheat the oven to 350°F/175°C. Line 2 baking sheets with parchment paper.
In a mixer bowl fitted with the paddle attachment, beat butter and sugar on medium speed for 3-4 minutes until fluffy. Add egg yolk and vanilla extract and beat until combined. Slowly add flour and beat just until combined. Do not overmix.
At this point, the dough is soft enough to work with. If the dough is too soft, chill dough in the fridge for at least 30 minutes. Roll dough into 1-1.5 inch balls (or 1 tablespoonful), place onto prepared baking sheets, leaving the space of 2 inch between cookies. Use your thumb or the back of a teaspoon to make a well into the center of each cookie and fill with about 1/2 teaspoon jam.
Bake cookies for 12-14 minutes, or until cookies become golden brown at the edges. Transfer to a wire rack and allow to cool completely.
Store cookies in an airtight container at room temperature for 3 days or in the refrigerator for a week.