Preheat the oven to 350 degrees F. Lightly butter 2 large baking sheets.
In a medium bowl, combine the flour, baking powder, and salt and whisk to blend.
In a large bowl using an electric mixer, beat the butter and sugar until light and creamy. Beat in the egg yolks, lemon zest, lemon juice and vanilla. Add the flour mixture in 2 additions and beat just until moist clumps form. Gather the dough together into a ball.
Pinch off the dough to form 1-inch balls. Place on the prepared baking sheets, spacing 1-inch apart.
Use your floured index finger or 1/2 teaspoon measuring spoon to create depressions in the center of each ball. Fill each indentation with nearly 1/2 teaspoon of the jam mixture.
Bake until golden brown, about 20 minutes. Transfer the cookies to wire racks to cool completely.