In a medium bowl, whisk together the flour, baking powder, and salt; set aside.
With an electric mixer, beat the butter and granulated sugar at medium-high speed until pale and fluffy, about 3 minutes. Beat in the egg and vanilla. Reduce the mixer speed to low and gradually add the flour mixture, mixing just until combined (do not overmix).
Form the dough into 2 disks and wrap in plastic. Chill until firm, at least 1 hour and up to 2 days.
Heat oven to 375° F with the racks in the upper and lower thirds. Line 2 baking sheets with parchment. Working with 1 disk at a time (keep the remaining disks chilled), on a lightly floured surface, roll the dough out ¼ inch thick. Using a lightly floured 1½-inch round cookie cutter, cut the dough into circles and place 2 inches apart on the prepared baking sheets. (If the dough becomes too soft, chill briefly on a baking sheet.)
Bake the cookies, rotating the baking sheets halfway through, until the edges are golden, 8 to 10 minutes. Transfer to a cooling rack and dust the tops with ½ cup of the confectioners’ sugar.
Spread half the cookies with ½ teaspoon jam each, then sandwich with the rest of the cookies. Just before serving, sprinkle the cookies with the remaining ¼ cup confectioners’ sugar.
Storage suggestion:Keep the cookies at room temperature, between sheets of wax paper in an airtight container, for up to 2 days.