Pre-heat the oven to 175ºC (350ºF). Line a large baking tray with grease-proof (baking) paper.
Using a food processor or wooden spoon, beat the butter and sugar together until nice and fluffy.
Add the egg and work the mixture until everything is well combined.
In a separate bowl, mix the flour, baking powder and vanilla sugar and add to the wet ingredients. Stir until a dough forms.
Split the dough into three fairly equal parts.
Roll each one into a long, thick sausage and flatten down slightly (it should be about 35cm long).
Take a small spoon or your thumb, and gently make an indentation all the way down the roll (make sure it is not too wide, otherwise the cookies will break in half when baked).
Spoon the cooled jam along the indentation. Repeat with the other two rolls of dough.
Bake for around 15 minutes. The cookies will have started to brown but will still be pale. Remove from the oven and allow to cool for around 10 minutes.
Using a sharp knife, carefully cut the cookies diagonally, but leave them where they are (if you try to move them when they are warm, they will crumble).
Mix one tablespoon of water with enough icing sugar to make a thick drizzle. Dribble over the cookies. Enjoy!