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Mix the flour, powdered sugar, and salt. Add the cold butter and rub with your fingertips until the mixture resembles coarse crumbs.
Add the egg and vanilla (or zest). Form a ball without overworking the dough.
Cover with plastic wrap and refrigerate for 30 minutes.
Preheat the oven to 340°F.
Roll out the dough to a thickness of 3–4 mm.
Cut out: one whole cookie for the base, one cookie with a hole for the top.
Cook for 10–12 minutes, until lightly browned.
Let cool.
Spread a little jam on the bases.
Place the cookie with the hole on top and press down gently.