Using a stand mixer fitted with a paddle attachment or a hand-held mixer, cream the butter and powdered sugar together until fluffy. Add the egg yolks and vanilla extract and beat until smooth. Add in the flour and salt and mix until just combined, If you find the dough to be dry, add 2 Tbsp of milk and mix.
Roll the dough into 1 ½“ balls and place on a parchment-paper lined cookie sheet. Wet your index finger with water and press a hole down into the center of each cookie. Fill each hole with jam of your choice and bake for 10-12 minutes, or until the edges just begin to show a hint of color.