In a large bowl, cream together butter and sugar with an electric mixer, until just combined, then add vanilla.
Sift together flour and salt. With mixer on low speed, add the flour mixture to the creamed butter and sugar. Mix until the dough starts to come together.
Dump dough on a well floured surface and roll together into a flat disk. Wrap in plastic and chill for 30 minutes.
Roll the dough into 1 1/4-inch balls. Dip each ball into egg wash and then roll in coconut. Place balls on an un-greased baking sheet, flatten slightly and press an indentation on the top of each cookie with your thumb. Drop 1/4 teaspoon of jam into each indentation.
Bake for 20 to 25 minutes, until the coconut is a golden brown. Cool and serve.