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Preheat oven to 375°.
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Whisk dry ingredients together and set aside.
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Beat butter until light and fluffy.
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Add sugar and beat for 1 minute.
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Add egg and beat for 2 minutes more. The mixture will be satiny.
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Add milk and vanilla and beat just to combine. Don't worry if the mixture looks curdled.
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With mixer at low speed, add jam and beat 1 minute.
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Still at low speed, beat in dry ingredients just until combined. Dough will be very thick.
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Drop rounded teaspoons of dough into the sugar.
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Toss to coat and place 1" apart on baking sheets lined with parchment paper.
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Bake for 10-12 minutes, or until cookies are firm and lightly browned around the edges.
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Cool on cookie sheets for 1 minute, then transfer to racks.