Preheat oven to 325°F and Line a baking sheet with parchment paper and set aside.
In the bowl of a stand mixer fitted with the paddle attachment on high speed, beat butter and sugar until creamy and light. Make sure to take the time during this step as this will determine how your dough turns out. If beaten well, in the end, the texture should melt in your mouth immediately. If beaten too little the cookies may taste similar but not as good as they should. The dough should be somewhat sticky.
Add the confectioner’s sugar, egg yolk, vanilla, and salt, mixing to combine well after each addition. In a separate bowl, mix the flour and xanthan gum, and then add to the batter.
Scoop the dough into portions about 1 ½ tablespoon each and spread out on the baking sheet lined with parchment paper. Form each portion into a ball shape, dip in granulated sugar and place back on the tray.
Press down the center of each ball with the handle-end of a wooden spatula, small bottle cork or finger, making a deep well in the middle – deep but not too wide. If you make it wide and not deep, cookie jam may spread out on top of the cookie while baking, making it still eatable but not the prettiest looking cookies.
Fill each of the holes with the jam and transfer the tray with cookies onto the middle rack of the oven. Bake for 10-15 minutes.
Remove from the oven and allow to cool on the baking sheet for at least 10 minutes or until firm.