Put the flour and butter in a food processor and pulse until the mixture looks like fine breadcrumbs. Add in the sugars and salt, and pulse again.
In a separate bowl, beat the vanilla and egg yolks, then add to the processor and pulse to just bring the dough together. Turn out onto a lightly floured surface and knead to bring the dough together.
Form into 2 flat rounds, wrap in plastic wrap and chill for 30 minutes.
Preheat the oven to 375F/190C
Line 2 baking sheets with baking paper.
On a lightly floured surface, roll out one of dough rounds to the thickness of about a 1/4 inch. Using a cookie cutter, cut out shapes and place them on one baking sheet and bake for 8 minutes, until just firm and lightly golden. Leave to cool on the tray for 10 minutes, then move to a rack to cool completely.
Roll out the other piece of dough and cut out the same number shapes and then with a smaller cookie cutter, cut the middles from them. Put on the second baking sheet and bake for 8 minutes, until just firm and lightly golden. Leave to cool on the tray for 10 minutes, then move to a rack to cool completely.
Once all the cookies are cool, spread the first batch with the jam. Sprinkle the second batch with powdered sugar, then sandwich on top of the first batch.
Once filled, eat the same day, once filled.
Unfilled biscuits will keep for a couple of days in an airtight container.