In a bowl, with a mixer on high speed, beat butter and sugar until smooth. Beat in egg yolk and vanilla until well blended, scraping sides of bowl as necessary.
With mixer on low speed, beat flour and salt into butter mixture until well blended. Cover bowl with plastic wrap and chill until dough is firm but still pliable, about 30 minutes.
Shape dough into 1-inch balls and place 1 inch apart on a buttered 12- by 15-inch baking sheet. Press your thumb into the center of each cookie to make a 1/2-inch-deep imprint. Spoon about 1/2 teaspoon jam into each.
Bake cookies in a 325º regular or convection oven until lightly browned on the bottom, 12 to 15 minutes. Transfer to a rack to cool completely.