Line baking sheet with parchment paper and set aside. Using an electric mixer (stand or handheld), cream together butter, sugar, vanilla and salt until smooth, about 3 min. Scrape down sides of bowl, add egg and mix well. Scrape down sides of bowl again, slowly add flour and cinnamon. Shape rounded tablespoon pieces of dough into balls, gently press one side of the balls into chopped nuts and place on prepared baking sheet, nut side up, spaced 1 in. (2.5 cm) apart. Using thumb, press an indentation in centre of each cookie. Refrigerate until chilled, about 30 min.
Preheat oven to 350°F (180°F). Bake cookies on middle rack of oven until cookies are set and hazelnuts are lightly browned, about 18 min. Remove from oven and while cookies are warm, fill each centre with 1/2 tsp (2 mL) of jam. Transfer cookies to a cooling rack and let cool completely.