Line a baking sheet with Silpat or parchment paper. Sift the flour, cornstarch, and salt in a large mixing bowl.
Place butter in the bowl of your stand mixer (you can use your hand mixer or a whisk too), sift in powdered sugar, beat on low heat initially, until the powdered sugar is mixed with the butter, then increase the speed to medium and beat until pale, light and creamy, scraping down the bowl in between.
Add vanilla extract and mix well.
Now, switch to the lowest speed and add the dry ingredients in two parts, scraping down the bowl in between until well mixed. Gently bring the dough together. Do not knead. If at all the dough is dry, sprinkle few teaspoons of milk at a time, do not add too much. I didn't require any milk. The dough should be soft.
Preheat the oven to 350 degrees F/180 degrees C. Shape the dough into 1 inch balls. I used a tablespoon and half to measure out the dough and form the balls, just so they are all uniform. Place the balls on the baking tray, about 2-inches apart.
Make an indentation in the center of each cookie gently, using your thumb or the back of a rounded 1/4 teaspoon. If the edges crack, simply fix it with your fingers. Or just leave it as it is, it doesn't really matter.
Fill the centers of the cookies with jam right up to the brim, about 1/4 teaspoon.
Bake for 13-15 minutes or just until the edges are golden brown. Let it stand on the cookie sheet for about a minute, then transfer to a cooling rack and cool completely.