Put the sifted flour, powdered sugar, and butter in chunks into the food processor and process for a few seconds until the butter is integrated.
Beat the egg with the water and vanilla extract. Add the flour and process for a few seconds until a ball forms.
On a floured surface, knead the dough just enough to evenly distribute the butter for a few seconds and form a ball.
Divide the dough in half and place the dough on a sheet of wax paper and place another sheet of wax paper on top. Roll and extend the dough until it is 1/8 inch thick. Do the same with the other half. Chill the dough for 30 minutes in the freezer.
Take the dough out of the freezer and cut the cookies using an oval (egg) shaped cutter. For half of the cookies, use a smaller oval cutter to cut out the center to create holes in the cookies.
Bake on lightly greased trays at 190ºC for 12 minutes, then remove and let cool.
Put a little jam on the cookie without a hole and sprinkle powdered sugar on the other cookie with the hole. Stack one on top of the other to form a sandwich. Repeat with the remaining cookies.
Nutritional Information
* * Information per 100g serving, percentage of daily values based on a 2,000 calorie diet.
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