Preheat oven to 350 degrees F. Line a baking sheet with parchment paper.
Cream butter and sugar together in a stand mixer or in a bowl with hand mixer. Add in vanilla. Beat more. Add in salt and flour. Dough will become crumbly but stick together them hand kneaded.
Using your hand take out 1 tablespoon full of the shortbread cookie dough. Knead in the palm of your hand and then roll into balls. Slowly press your thumb into the center and place on baking sheet 2 inches apart. Fill the hole with jam.
Bake for 12 to 14 minutes. Transfer to wire rack to cool. Store in airtight container.