Preheat the oven to 180deg;C / gas mark 4. Lightly butter two large baking sheets.
In a small bowl, combine the jam and Chambord. Stir to combine.
In a medium bowl, combine the plain flour, baking powder, and salt and whisk to blend.
In a large bowl using an electric mixer, beat the butter and granulated sugar until light and creamy. Beat in the egg yolks, lemon zest, lemon juice and vanilla. Add the plain flour mixture in 2 additions and beat just until moist clumps form. Gather the dough together into a ball.
Pinch off the dough to form 2.5cm balls. Place on the prepared baking sheets, spacing 2.5cm apart. Use your floured index finger or 1/2 tsp measuring spoon to create depressions in the center of each ball. Fill each indentation with nearly 1/2 tsp of the jam mixture. Bake until golden brown, about 20 minutes.
Transfer the cookies to wire racks to cool completely.