In a large mixing bowl or the bowl of a stand mixer fitted with the paddle attachment, beat the butter and sugar together on medium speed until creamy, about 1 minute.

Add the egg yolks, vanilla, and salt, and beat until well combined. While mixing on low, gradually add in the flour and beat just until combined. Stop and scrape down the bowl as needed during mixing. Test the dough by balling up about a tablespoon of the dough, then press your thumb into the center. If the dough forms large cracks, mix 1 tablespoon of milk or water into the dough.

Scoop a 1 tablespoon-sized portion of the dough and roll it into a smooth ball between your palms (If desired, toss in granulated sugar to coat the outside.) Place the dough ball on a parchment- or wax paper-lined sheet or plate, and immediately press your thumb or the back of a teaspoon into the center of the ball to create a cavity. (Gently wiggle as you press to help prevent any cracks. If any do form, press them back together.) Continue rolling and shaping the remaining dough balls. Freeze for 30 minutes or refrigerate for 1 hour. (They can stay in the fridge for up to 2 days before baking, or frozen for up to 3 months.)

Preheat the oven to 375°F. Line two large baking sheets with parchment paper.

Working with one sheet at a time, place the frozen dough on the cookie sheet 2 inches apart. Fill with about ½ teaspoon of jam. (Thumbprints should be very full but not overflowing.)

Bake one sheet at a time for 12 to 14 minutes or until the edges are just starting to turn brown. Let cool completely on the baking sheet. Store in an airtight container for up to 1 week.