Make the dough by creaming the cold butter that is cut into cubes and sugar in a mixer for about 1 minute until light and fluffy.
Add egg, vanilla, and salt, and mix for another minute.
With the mixer on low speed add the cornstarch and gradually add the flour to the bowl of the mixer, but be careful not to overmix. The mixture should come together within a minute into a soft pliable dough and be firm with no streaks of flour.
Line baking sheets with parchment paper and then roll the dough into 1 tablespoon balls and place them on the parchment-lined sheet with about 2" of space in between. Note: When baking be sure not to overcrowd the pan to allow for adequate air to flow through the baking sheet and to cook all cookies evenly.
Form a 1 ½" diameter depression in each cookie using your thumb, a spoon, or a wooden utensil. I recommend using a rounded measuring spoon for uniform indentations that also gently flatten the cookie to maintain a consistent shape. Be cautious not to press too hard to prevent creating a hole in the bottom of the dough, ensuring the jam stays securely in place.
To fill the cookies, take the jam and put it in a Ziplock or piping bag and pipe about ½-teaspoon of jam into each cookie's dent. You can also use a spoon to fill the cookies, but it can be a bit messy, so I recommend using a bag to pipe in the jam.
Chill the cookies on the sheet pan for 30 minutes.
While the cookies are chilling, preheat the oven to 350ºF, with the rack right in the center.
Bake one tray at a time for 11-13 minutes until lightly browned around the edges.
Allow the cookies to rest on the pan for 5 minutes, then transfer them to a wire rack to cool completely.