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Step 1
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.
Step 2
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.
Step 3
Scoop the dough into 1 tablespoon-sized balls and roll into smooth balls between your palms. (If desired, toss in granulated sugar to coat the outside.) Place on a parchment- or wax paper-lined sheet or plate, and press your thumb or the back of a teaspoon into the center of each dough ball to create a cavity. (Press any cracks back together.) Freeze for 30 minutes or refrigerate for 1 hour.
Step 4
Preheat the oven to 375F. Line two large baking sheets with parchment paper.
Step 5
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.)
Step 6
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.