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In the bowl of your mixer, combine butter, sugar, and vanilla until creamy.
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Add flour and salt and beat until the dough begins to come together.
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Roll dough into 1 inch balls.
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Refrigerate balls for 1 hour.
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Preheat oven to 350 degrees and line 2 baking sheets with parchment paper.
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Dip balls into egg and roll into coconut.
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Place balls 2 inches apart on cookie sheet and light indentation into the top of each ball with your finger. Drop ¼ teaspoon of jam into each indentation.
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Bake for 20 to 25 minutes and the coconut is a golden brown.