In a large bowl, sift the flour, add the icing sugar, baking powder and salt.
Cut the butter into cubes and add it to the bowl, rubbing it with your fingertips until the flour mixture resembles breadcrumbs.
Add the egg, egg yolks, and vanilla extract and gently knead the dough.
Shape it into a ball, cover with clingfilm and refrigerate for 30 minutes.
Preheat the oven to 180 degrees Celsius( 350 Fahrenheit).
Cut the dough in half, roll the first half with a rolling pin and use the cookie cutters of your choice.
Arrange them on a baking tray lined with non-stick paper and bake for approximately 10 minutes until the edges are slightly golden.
Allow to cool for 5 minutes, then remove from the tray.
Repeat the process with the remaining dough.
Once the cookies have cooled down, spread a teaspoon of jam on the round side and sandwich it together with the other side that has the hole in the middle.
Arrange on a plate and dust the cookies with powdered vanilla sugar.