Cream butter and sugar until light and fluffy. Beat in egg yolk and vanilla. Add flour, ground nuts, and salt. Mix until a soft dough forms. Divide into two disks and chill for at least 1 hour.
Preheat oven to 350°F (175°C). Roll dough to 1/8-inch thickness. Cut out an even number of cookies—half with center cut-outs.
Arrange on parchment-lined baking sheets. Bake 8–10 minutes until edges lightly golden. Cool completely.
Spread jam on bottom cookies. Top with cut-out cookies to form sandwiches.