Using a handheld or stand mixer with a paddle attachment, beat butter and sugar on medium speed for 3-4 minutes until fluffy. Add egg yolks and vanilla extract and beat until combined. Reduce speed to low. Add flour and beat just until combined. Do not overmix. The dough will be soft at this point so cover the bowl with plastic wrap and place in the fridge for about 1 hour or until firm enough to easily roll into balls.
Preheat oven to 350°F/180°C. Line 2 baking sheets with parchment paper.
Take dough out of the fridge. Roll dough into 3cm balls, the size of 1 tablespoon. Place onto prepared baking sheet, spacing them about 5cm apart. Use your thumb or the back of a wooden spoon to make an indentation into the center of each cookie, and fill with about 1/2 teaspoon jam.
Bake cookies for 13-15 minutes, or until cookies appear 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.