Step 1Heat the oven to 375 degrees.
Step 2In the bowl of a stand mixer, or in a large bowl using an electric mixer, cream together the butter and sugar until light and fluffy, 3 to 5 minutes. Beat in the egg yolks, then the vanilla. Slowly beat in the flour until combined and smooth to form the dough (the dough will be a bit stiff at the end, and you may need to add the last cup of flour by hand).
Step 3Form the dough into small balls and make a depression in the middle with your thumb. Spoon a teaspoon or so of jelly in the depression. Space the cookies about 2 inches apart on a baking sheet and bake until lightly browned, about 15 minutes.