Using a whisk or hand mixer, beat the butter until creamy. Add the powdered sugar and continue beating until light and creamy.

Add the egg yolks, milk, and vanilla extract and mix until fully incorporated.

Add all of the cake flour and gently fold until combined. Be careful not to overmix.

Divide the dough in half and add one half to a piping bag fitted with a closed star tip (I used a 2D tip).

On a baking sheet lined with parchment paper, carefully squeeze a small amount of dough about 2cm or an inch in diameter. Then pipe a circle around it twice, piping the second round on top of the first circle around. The cookie should be about 3cm tall with a hole in the middle big enough to fit about a half teaspoon of jam.

The cookies will spread as they bake so pipe the next cookies about 1.5-2 inches away from each other. Continue to pipe the cookies until you’ve used up the dough in the piping bag (about 6 cookies).

With the remaining dough, grab about 2 tablespoons worth of dough and form it into a ball. It should be about the size of a golf ball. Simply place the dough on the parchment and use your thumb to create a hole in the middle for jam. You can also use a half teaspoon measuring spoon to press into the dough to make the hole.

To make the heart shaped thumbprint jam cookie, grab about 2 tablespoons as well, but divide the dough in two. Create two short, thick logs and form them together into a V-shape. Using your thumb again, press into the middle of the V to create the hole for jam. Continue to shape the dough as needed to look more like a heart as you like.

Bake the cookies at 340°F/170°C for 15 minutes.

Remove the cookies from the oven to add the jam. You may need to press down into the holes with a spoon or other tool if they have slightly filled during baking. Spoon jam of your choice into the holes and return to the oven for 10 more minutes.

Remove from the oven and transfer to a wire rack to cool completely for the jam to set, and the thumbprint jam cookies are done! 完成です！