Cut the cold butter into small cubes.
Dry ingredients: Sift flour, icing sugar, and salt in the bowl of the food processor or stand mixer, and stir or pulse them a few times to combine.
Dough: Add butter, egg yolks, and vanilla extract (if using). Knead or pulse shortly until the dough comes together, don’t overmix. Turn the dough onto a large piece of plastic wrap and bring it in shape with your hands. Don’t knead it, press it together to form a ball.
Chill dough: Wrap the ball and chill it in the fridge for 1-2 hours. Remove the dough from the refrigerator and leave it on the counter for 5 to 10 minutes before making the cookies.
Preheat the oven to 400°F/200°C. Line two cookie sheets with parchment paper.
Form cookies: Break small pieces of dough and form small balls about the size of a smaller cherry, about 40 pieces. (Note 5).
Make wells: Place the balls on the prepared baking sheets leaving some space between them. Use your thumb or the back of a wooden spoon (works best) to make a small well in the middle of each cookie.
Fill: Stir the jam to soften it. Fill each well with about ½ teaspoon of jam (Note 6).
Bake the thumbprint strawberry cookies for 10 to 12 minutes until lightly golden. Allow them to cool on the trays for about 10 minutes before transferring them to a wire rack to cool completely.
Once cool, sprinkle them with a bit of icing sugar.