In the bowl of a stand mixer, cream the butter and sugar. Scrape the seeds from the vanilla bean and add to the butter/sugar mixture (Chef’s tip: Place the scraped vanilla bean in a jar of sugar for a week or so to give the sugar a great vanilla taste). Continue to mix on low/medium speed for 1 minute, then add the egg. When the egg is just combined, add the salt/baking soda into the flour and slowly add the dry ingredients to the wet, just to combine. Place the dough between two layers of parchment paper and roll out to ½-inch thickness. Chill for 1 hour. Heat oven to 350 degrees F.
Take the chilled dough and cut out shapes using a 2-inch round cookie cutter. Roll out the leftover dough and cut more cookies until there is no dough left. Roll the cookies into balls, place on a cookie sheet lined with parchment paper and using the back of a measuring spoon, make an indent in the middle. Spoon a small amount of jam into the well of the cookie and bake about 10 minutes.
Cookies are done when they’re golden brown with bubbly jam. Cool a few minutes, then sprinkle with powdered sugar and serve.