Preheat oven to 350°F. In a medium-sized bowl, use a handheld or stand mixer to beat the butter on medium speed for 2 minutes. Add the sugar and beat for 2 more minutes. Add the milk and vanilla and mix until just combined. Add the flour, baking soda, and salt, and use a spatula to mix until fully incorporated--you may need to use your hands to fully combine the dry ingredients. (The dough should be slightly crumbly).

Roll the dough into balls and place onto a cookie sheet. Use the back of a 1/4 teaspoon (or your finger) to create an indentation in the center of each cookie. Add 1/2 teaspoon of jam into the indentation in each cookie. Bake at 350°F for 9-10 minutes. Allow to cool for 10-15 minutes on the cookie sheet before serving.