Preheat the oven to 350 degrees and line two baking trays with parchment paper. Set aside.
In a stand mixer, using a paddle, mix the flour, confectioner's sugar, granulated sugar, butter, egg, ground walnuts, vanilla extract, baking powder and salt together. Make sure you scrape down the sides periodically as it mixes. Pause to make sure you get all of the ingredients. Once the paddle has pulled in all of the dough, its ready.
With a cookie scooper, scoop one cookie at a time. With your hands, take the dough and roll that amount of dough into a ball.
Place the cookie on the baking sheet, and using the bottom of a balloon whisk, or something round like the back of a measuring spoon, press into the cookie to make an indentation. I don't actually recommend using your thumb - despite these being called thumbprint cookies.
Bake for 15 to 18 minutes, or until the bottom start to turn golden.
Remove from the oven and let them cool.
Spoon the jam into the indentations you created before baking.
Serve and enjoy!
Optional: If you would like more of a holiday look to your cookies, once you remove them from the oven, you can roll them in additional confectioner's sugar before you add the jam to them.