In the bowl of an electric mixer fitted with the paddle attachment, cream the butter with the sugar for a couple minutes until it is lightened in color and well mixed.

Add the egg yolk, then the vanilla, beating with each addition and scraping the sides of the bowl as needed.

Add the flour and salt and stir on low to combine, then increase the speed to medium until a dough forms and the bowl is clean.

Divide the dough into 25 balls, rolling each into a smooth ball.

Place the cookie dough balls on the parchment-lined sheets and press the center with your thumb or the rounded back end of a wooden spoon.

{baking method #1}: Fill the thumbprints before baking with ¼ teaspoon jam each, then bake for about 10 minutes. Transfer to a rack to cool. This method yields "stackable"/"storable" cookies with a little of jam that's just a little tacky but very set.
{baking method #2}: Bake the thumbprints unfilled (8–10 min), then press the centres back down when they are still warm, fill with ½ teaspoon jam in each and bake again for several minutes to set the jam (about 4 min). Transfer to a rack to cool. This method yields "stackable"/"storable" cookies with lots of jam that's just a little tacky but quite set.
{baking method #3}: Bake them unfilled (8–10 min), press the centres back down before they've cooled, then fill once they are cooled. Transfer to a rack to cool. This method yields cookies that are filled with fresh, sweet jam but that can't be stored easily