Heat oven to 350°F; parchment-line two sheets. Beat butter and sugar creamy; add yolk and vanilla.

Mix flour and salt just until dough forms; shape 24 balls.

Lightly beat egg white. Dip outer sides in white, roll in almonds, and place on sheets with bottoms mostly bare.

Wooden-spoon press deep hollows, keeping bases intact. Fill each with about 1/2 teaspoon jam.

Bake one sheet at a time 11 to 12 minutes until edges pale golden. Cool on sheets 10 minutes before moving; hot jam stays very soft.