For the shortcrust pastry, sift the flour and icing sugar into a mixing bowl. Add the vanilla sugar, lemon zest and a pinch of salt. Rub the butter into the flour mixture until it is incorporated and then mix in egg yolks. Knead everything into a compact smooth dough. Wrap the dough and chill it for 1 hour.

Remove the dough from the refrigerator and bring it to room temperature for 10 minutes. Form the dough into a long roll and divide it into 60 equal portions. Form a small ball from each portion and place it on a baking sheet covered with baking parchment (you will need two or more sheets). Press a dip (for the jam) into each ball with the handle of a wooden spoon.

Heat the oven to 200C/fan 180C/gas 6. Heat the jelly or jam in a saucepan until it melts. Use a teaspoon to fill the dips in the dough balls.

Bake for 12-15 minutes, then allow to cool completely. Finally, dust the cookies with some icing sugar. The cookies can be stored in an airtight container for several weeks.