Heat oven to 350 degrees F. Lightly grease two cookie sheets or line with parchment paper and set aside.
In a large mixing bowl, beat brown sugar, butter, vanilla, and egg yolk together. Stir in the flour and salt and mix together until all ingredients are combined.
Scoop dough out of bowl and shape into 1-inch balls. Place about 1 inch apart on cookie sheet.
Put cookies sheet in the oven and bake for about 5 minutes. Cookies should puff up slightly.
Remove cookie sheets from the oven. Press thumb or the rounded back of a 1 teaspoon measuring spoon into the center of each cookie, making an indentation. Fill each of the thumbprints with jam.
Return cookie sheets back to the oven and bake for an additional 8-10 minutes until cookies are lightly brown and jam filling is set.