Step 1: In a large bowl, using an electric mixer, beat the softened unsalted butter and confectioners' sugar together on medium speed until the mixture is light, fluffy, and pale in color, about 3-4 minutes. Scrape down the sides of the bowl as needed.
Step 2: Beat in the egg yolk and vanilla extract until fully incorporated, about 1 minute. Ensure there are no streaks of egg yolk remaining.
Step 3: In a separate medium bowl, whisk together the all-purpose flour and salt. Gradually add the dry ingredients to the wet ingredients, mixing on low speed until just combined. Be careful not to overmix; stop as soon as no dry streaks of flour remain.
Step 4: Gather the dough into a ball, flatten it slightly into a disc, wrap it tightly in plastic wrap, and refrigerate for at least 30 minutes (or up to 2 days). This chilling is essential for preventing the cookies from spreading too much during baking.
Step 5: Preheat your oven to 350°F (175°C). Line two baking sheets with parchment paper or silicone mats. Remove the chilled dough from the refrigerator. Roll the dough into small, 1-inch balls. Place them about 2 inches apart on the prepared baking sheets.
Step 6: Using your thumb or the back of a small, rounded measuring spoon, gently press an indentation into the center of each cookie ball. Be careful not to press all the way through the dough.
Step 7: Spoon about ½ teaspoon of your chosen jam into the indentation of each cookie. Avoid overfilling, as the jam can bubble over while baking.
Step 8: Bake for 10-12 minutes, or until the edges are lightly golden. The cookies should still be soft in the center when removed from the oven. Baking time may vary depending on your oven.
Step 9: Remove the Thumbprint Cookies from the oven and let them cool on the baking sheets for about 5 minutes before carefully transferring them to a wire rack to cool completely. Dust with a little extra confectioners' sugar, if desired, once fully cooled.