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Preheat oven to 350 degrees.
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Line a 9 inch baking pan with foil extending edges over sides.
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Make crust: Whisk flour and sugar together in a bowl.
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Cut in butter with a pastry blender until mixture resembles coarse crumbs.
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Press evenly into bottom of pan.
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Bake until edges are golden, 20 to 22 minutes.
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Cool on wire rack.
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Make filling: Whisk together flour, salt and baking soda in a small bowl.
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Set aside.
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Beat eggs, sugar and vanilla in a mixer bowl at medium high speed.
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At low speed beat in flour mixture just until blended.
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Spread jam evenly over crust.
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Pour egg mixture on top, then sprinkle with pecans.
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Bake until center is completely set and top is golden, 25 minutes.
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Cool in pan on wire rack.
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Lift shortbread from pan.
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Peel off foil and cut into 16 squares, then halve each square diagonally.
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Sprinkle with cnofectioner's sugar.