Preheat oven to 350°F / 175°C. Line a baking sheet with parchment paper and set aside.
With a handheld or stand mixer fitted with a whisk or paddle attachment, beat butter and sugar on medium speed until creamy for about 1-2 minutes.
Add egg yolks, salt, and vanilla* and mix for about 1 minute.
Stir in flour until it comes together on low speed. Knead by hand a few times until smooth.
Separate the dough into 40 equally sized portions. Form balls with your hands and roll in sugar, sprinkles, nuts, or whatever you like.
Place half of the cookies on the prepared baking sheet with about 1.5-2 inches space in between. Press the back of a ½ teaspoon in the center and fill up with chocolate, nuts, jam, peanut butter, or Hershey kisses.
Bake one sheet after another for about 9-10 minutes until they look pale, puffed, and matte. Let cool on the baking sheet for about 5 minutes then transfer to a wire rack and let cool completely. They will stay fresh in an airtight container at room temperature up to 2 weeks or freeze up to 1 month. When freezing, let them thaw overnight in the fridge and let them come to room temperature before serving.