To toast hazelnuts: Place in one even layer in a dry skillet. Cook over medium heat, gently shaking the pan to make sure the nuts are evenly toasted, until the nuts become lightly browned and fragrant, about 5 minutes.
Remove the nuts from the heat and place them in a food processor. Pulse until finely chopped.
Stir together the flour and salt; set aside.
In an electric stand mixture, cream the butter and sugar until light and fluffy, about 2 minutes. Add the vanilla extract and mix well. With the mixer on low, slowly add the flour mixture followed by the hazelnuts, mixing until just incorporated. Form the dough into a round ball and cover with plastic wrap. Chill for one hour.
Preheat the oven to 350F. Line two baking sheets with parchment paper; set aside.
Pinch dough off the ball and form 1 1/4-inch circles. Place them on the parchment paper at least 1 1/2 -inches apart. Use your pointer finger to make a small well in the top of each cookie and fill it with 1/4 teaspoon of the jam of your choice.
Bake the cookies for 20 to 25 minutes, or until the bottoms are lightly browned. Allow them to cool completely. Dust with confectioners' sugar before serving.