In a large bowl, use an electric mixer to cream together softened butter, sugar, and vanilla until blended and fluffy. Gradually add the flour, salt, and a few tablespoons of cold water, mixing on low until a dough forms.

Shape your dough into a flat disk, wrap it in plastic wrap, and refrigerate for about 30 minutes.

Once chilled, roll out the dough on a lightly floured surface to about 1/4 inch thickness. Use cookie cutters to cut out shapes, making cutouts in half of the cookies for the jam filling.

Position the cut cookies on an ungreased baking sheet, chill them again for 15 minutes. Bake in a preheated oven at 350°F for 20-25 minutes or until the edges are lightly golden.

After cooling completely on wire racks, dust the solid cookies with confectioners' sugar. Spread a generous layer of jam on the flat side of the sugar-dusted cookies and sandwich them with the cut-out cookies.