Preheat oven to 325F. In a medium bowl, cream butter with an electric mixer set a medium speed. Add sugar and beat until smooth. Add egg yolks and vanilla, and beat at medium speed until light and fluffy. Add the flour and blend at low speed until thoroughly combined.
Gather dough into a ball and flatten to a disk. Wrap dough tightly in plastic wrap or plastic bag. Refridgerate for 1 hour.
Using a floured rolling pin, roll dough on floured board to 1/4-inch thickness. Cut circles with a 2-inch-diameter cookie cutter or drinking glass, and place on ungreased cookie sheets, 1 inch apart. Continue using dough scraps, rerolling and cutting until all the dough is used.
Drop 1/2 tsp. of fruit jam in center of each cookie, then top with another cookie. using a fork to seal the edges of cookies. Bake for 15 to 17 minutes or until edges begin to brown.