Using a stand mixer fitted with the paddle attachment, beat the butter and sugar on high speed for approximately 2 minutes until light and creamy. Then add the egg and vanilla extract and beat for a further minute.
Divide the dough into 2 balls, cover in glad wrap (also known as plastic wrap) then refrigerate for 2 hours.
Preheat the oven to 180°C and line 4 baking trays with baking paper. Remove the dough from the fridge, let it stand for 5 minutes then roll out the dough (about ¼ inch thick) onto a lightly floured bench.
Note: the biscuits will soften up over a few days as the jam absorbs moisture, so best stored/consumed within 3-5 days.