First, prepare the dough:
- In bowl of an electric mixer fitted with paddle attachment, combine butter, sugar, salt, vanilla, and egg. Beat on medium-high speed until light and fluffy, scraping bowl as necessary.
- Reduce speed to low and gradually add flour, scraping bowl as necessary, until a soft dough forms.
- Divide dough into two portions, form into 1-inch-thick disks, and wrap in plastic wrap. Refrigerate for at least 15 minutes or until ready to use.
While dough chills, make the jam:
- Combine all ingredients in small saucepan and bring to a simmer over medium heat, stirring. Remove from heat and let cool.
To finish the cookies:
- Heat oven to 350°. Working with one dough at a time, roll into ¼-inch thickness. Using a 2-inch cookie cutter, cut out cookies.
- Using a ½-inch circular cutter (or end of a piping tip), cut the center out of half of the cookies. Discard centers. The cookies with the centers removed will act as the top when it's time to sandwich them together.
- Bake on parchment-lined baking sheets until set, about 8 minutes, rotating halfway through baking time. Cool on wire rack.
- Once cookies are completely cooled, generously dust the sandwich tops with confectioners sugar.
- Place 1 teaspoon jam on each sandwich bottom. Gently press the tops onto the bottoms, allowing jam to squeeze through the top hole.