Thumbprint Cookies Recipe Martha Stewart. Preheat oven to 3. In the bowl of an electric mixer fitted with the paddle attachment, beat together butter and 12 cup sugar on medium speed until light and fluffy, about 3 minutes. Add egg yolk and vanilla beat well. Whisk together flour and salt, and add to mixture, beating on low until combined. Aunt Maggies Jam Thumbprint Cookies. Moisten thumb with water, and gently press the center of each ball, making an indentation about 12 inch wide and inch deep. In microwave or on stove, heat jam until liquefied spoon about 12 teaspoon into each indentation. How To Make Parmesan Sauce. Bake until cookies are golden brown around edges, 1. Transfer to a wire rack, and let cool completely. If storing, place in an airtight container at room temperature, up to 2 days.