Preheat the oven to 190°C (fan 170°C / gas mark 5).
Line a baking tray with greaseproof paper.
Place the butter and icing sugar in a food processor and mix until very soft.
Add the flour, cornflour, and vanilla, and mix until smooth.
Transfer the mixture to a piping bag fitted with a large star nozzle.
Pipe circles or shapes approximately 5–6 cm in size.
Bake in the oven for about 15 minutes.
While the biscuits are baking, prepare the filling by mixing all the ingredients until smooth and of a piping consistency.
Once the biscuits have cooled, spread a little jam on half of them and the filling on the other half, then sandwich them together. Dust with icing sugar.