Cut the cold butter into small pieces. Add it to a mixing bowl along with the flour, sugar, salt, vanilla sugar (or vanilla extract), baking powder, and egg.
Using dough hooks, mix until the dough begins to come together.
Use your hands to bring the dough into a smooth ball.
Wrap the dough and refrigerate for 30 minutes.
Preheat your oven to 350°F (175°C).
Roll and cut the cookies:
Lightly flour your work surface and roll the dough out evenly. Use round or Linzer-style cookie cutters to cut out cookies (no center cut-out). You should get about 35 small cookies.
Prepare the marzipan:
Cut the marzipan into cubes (or use about 500g homemade marzipan). Using a paddle attachment, mix while adding one egg white at a time until smooth. You’re looking for a consistency similar to spritz cookie dough—firm enough to hold its shape, but soft enough to pipe. (See video for guidance.)
Pipe the cookies:
Pipe a ring of marzipan around each cookie, making sure it stays on the dough and doesn’t spill over the edges.
Place the prepared cookies in the freezer for about 10 minutes. This helps them hold their shape.
Bake:
Bake at 350°F (175°C) for 12–16 minutes, until lightly golden.
Cool and fill:
Let the cookies cool on a wire rack, then fill the centers with your jam of choice. Be sure to use a high-quality jam for the best flavor.