Preheat oven to 325°F. Line two cookie sheets with parchment paper.
With a stand mixer on medium speed, cream the butter and powdered sugar until fluffy. Add the egg yolks, one at a time. Add the vanilla and mix until combined.
Sift the flour and salt into a separate bowl. Pour it into the egg mixture and mix thoroughly.
Cover the dough and refrigerate until firm, about 30 minutes.
Roll the dough into 1-inch balls and put them on cookie sheets about 2 inches apart. Make a dent in the middle of each ball and fill each with about ½ tsp. of the pineapple jam. Pinch together the dough edges until the filling is covered. Turn the seam sides down. Brush each ball with egg wash.
Bake until golden and shiny, about 15 to 18 minutes, turning cookie sheets halfway through. Remove to wire racks to cool.