Put the flour in a bowl, add the cold chopped butter, sugar, egg yolk, and vanilla.
Using your hands, work into a smooth dough. Be patient; it's going to take a while. Stop kneading once the dough is soft; otherwise, the cookies will be too stiff. Wrap the dough in cling film, and put it in the fridge to rest for about two hours.
Take the dough out of the fridge, divide it in half. Put one half back in the refrigerator and leave the other on the kitchen counter for about 10 minutes to soften. The dough should be stiff, not soft, but it should be able to be rolled out. Knead the dough briefly with your hands, making sure it is evenly smooth.
On a floured work surface, roll out the dough to the thickness of straw (about ⅛" or 3 mm) and cut out the shapes. I used a cookie cutter in the shape of a circle about 2 inches (5 cm) in size. If the top part has a hole in the middle, prepare an equal number of upper and lower cookie parts.
Transfer the cut-out Linzer tart shapes to a baking sheet lined with parchment paper using a flat knife.
Bake the cookies in a preheated oven at 340 °F (170 °C) for 12 minutes.
Dust the slightly cooled tops of the cookies with icing sugar. Carefully spread the bottom cookie part with jam and cover it with the sugar-dusted top piece.