Preheat the oven to 160deg fan assisted. Have ready a couple of baking tray lined with a silicone baking sheet or baking parchment.
Cream the butter, vanilla extract and sieved icing sugar together until well combined.
Add the sieved flour and cornflour. Mix everything together until you have a smooth firm dough.
Shape the dough into approx 20 walnut sized pieces. Place these onto the prepared baking sheets with a little space around them to allow for any spread, which should not be much.
Press down each ball of dough a little. Make a thumbprint or hollow in the centre and fill with jam or curd. Do not over fill.
Bake in the centre of the oven for 12 - 15 mins. Or until baked with a slight golden colour. Dust with icing sugar when cooled completely.