Method. Pre-heat the oven to °C (fan °C/gas mark 4). Beat together the softened butter, sugar and vanilla until pale and fluffy. Add in the beaten egg and mix until combined before adding the flour, baking powder and salt. Roll the dough into small balls (approx. Dec 4, - These delicious jam-filled thumbprint cookies are made with only six ingredients. Bake these tasty cookies for a weekend or holiday treat.