Place an oven rack in the center of the oven. Preheat the oven to 325 degrees F. Spray a rimmed baking sheet with vegetable oil cooking spray or line with a silicone baking mat. Set aside.
In a medium bowl, whisk together the flour, baking powder and salt. Set aside.
In the bowl of a stand mixer fitted with the paddle attachment, beat the butter and sugar together until light and fluffy, scraping down the sides of the bowl with a spatula as needed, about 2 to 3 minutes. Beat in the egg and vanilla until smooth. Gradually beat in the flour mixture until a dough forms.
Using about1 1/2 tablespoons of dough at a time, roll the dough between your palms into 5-inch-long fingers about 1/2-inch thick. Firmly press a sliced almond into the end of each finger to make fingernails. Make several horizontal cuts, about 1/4 inch deep and 1/2 inch long, in the center of each finger to make knuckles. Press the dough on either side of the cuts to shape the knuckles. Arrange the fingers on the prepared baking sheet and bake until light golden, 16 to 18 minutes. Transfer the fingers to a wire rack and cool completely.
In a small saucepan, heat the jam over low heat until warm, about 2 minutes. Dip the blunt ends of the fingers in the warm jam and arrange on a platter.