To make the thumbprint shortbread cookies:

1. Preheat the oven to 300°F.  Line a baking sheet with parchment paper or a silicone baking mat.
2. Place cold butter, sugar, rosemary, salt and vanilla extract in large bowl.  Use back of large spoon to smash the butter against the sides of the bowl.  Keep smashing and mixing until all of the ingredients are incorporated.  You can also use a pastry cutter for this, but if your butter is sliced thinly, a spoon should work fine.
3. Pour flour into bowl with butter mixture.  Flour your hands, and starting with one hand* incorporate the flour into the mixture until buttery crumbs form, 1 to 2 minutes.  Press mixture into a dough ball and once it’s no longer crumbly, turn out onto a clean table.
4. If your dough comes together nicely, you can skip this step, but we found that using a rolling pin to roll out the dough into a rectangle helps to incorporate all of the butter and make sure that it is less crumbly.
5. Using a cookie scoop or tablespoon measure, form dough into 1 to 1 1/2 inch dough balls.  Roll it around in your hand to make sure that it is smooth.  Space the balls 2 inches apart on your baking sheet.
6. Make an indentation in the center of each dough ball using your thumb or index finger.  Press the dough down half way.  If you prefer, you can use two thumbs to make a larger indentation and a ridge around the side of the cookies.  At this point, if the butter in the dough is becoming too soft, you may want to chill your dough in the fridge for 10 minutes.  
7. Fill each indentation with 1/2 teaspoon, or more if desired, of your favorite jam or preserves.  
8. Bake for 50 minutes until the shortbread is golden brown.
9. Remove from oven and let cool on a rack for 5-10 minutes.