Preheat the oven to 160°C.

Place the flour, sugar, salt, softened butter and Vanilla Extract in a food processor and blend until the mixture comes together slightly. Add the egg and then work the dough using your hands into a flat round shape.

Cover with cling film and place in the fridge until the dough firms up.

Use a rolling pin to roll out the dough on a floured surface to about 3mm thick. Cut out 4cm rounds using a cookie cutter and use a smaller cookie cutter to cut holes in the centres of half of the cookies.

Bake the biscuits on separate baking sheets for 8-10 minutes, until a very light golden colour. The centre-less rounds will be ready before the bases so watch them closely!

Allow the cookies to cool before sandwiching them together with jam. Use a knife to spread the jam evenly over the base of the biscuit and then sandwich the lids on top. Use a teaspoon to fill the centres with some more jam. Dust the cookies with some icing sugar and serve.

Tip: Most biscuits are best eaten straight from the oven, but these do store well. Store the filled biscuits in an air-tight container for 3 days.