Place the flour, sugar and cold butter into a large mixing bowl. Rub the butter into the flour with your fingertips until it resembles fine breadcrumbs. Add the milk and mix until it clumps together, then get your hands in and knead the dough lightly until it forms a ball. Wrap in cling film and chill for around 30 minutes.
Preheat the oven to 180˚C. Use a teaspoon to scoop small amounts of mixture and roll them into balls. Arrange on a greased baking tray, leaving a small amount of room for them to spread. Using your thumb, push gently into the centre of each ball to make a small cavity. Put half a teaspoon of jam into the centre of each cookie and bake for 12-14 minutes or until golden round the edges.
Leave to harden on the baking tray, being careful not to touch the jam because it will be very hot!
Use any kind of jam or curd, even a piece of chocolate, to fill the thumbprint