In a mixer fitted with the paddle attachment, combine flour, icing sugar and butter. Combine until mixture is crumbly. Add egg yolk and vanilla extract until the dough comes together. Divide dough into two equal portions, place each half on parchment paper and slightly press it into a square shape. Place in the fridge to chill.
Once chilled, roll out dough properly and bake on preheated 340F until edges turn golden. You can cut circles of the leftover dough and make cookie sandwiches.
Spread jam onto first biscuit once chilled and cover with the second one. Mix icing and spread on the top layer.
Wait for icing to harden before slicing with a sharp knife into squares.