1. Beat butter with sugar until fluffy. Beat in egg and vanilla until well combined. Combine flour, salt and baking soda; beat into butter mixture on low speed until just combined. Knead gently and flatten into a rectangular disk. Freeze for 15 minutes or until firm enough to roll.
2. On a large sheet of parchment, using a floured rolling pin, roll dough into a large rectangle, about 10 x 14-inches. Spread the jam over the dough, leaving a small border all the way around. Starting at the long end, roll the dough into a snug pinwheel. Freeze the log for 30 minutes or until firm enough to slice easily.
3. Preheat the oven to 325°F. Slice into ¼-inch thick cookies. Place cookies, 1-inch apart, on baking sheets with greased parchment paper. Bake, in batches, for 13 to 15 minutes or until bottoms are pale golden. Cool completely on a rack.
Tip: For a PB&J pinwheel, mix 1/4 cup icing sugar whisk 2 tbsp smooth peanut butter and 1 tbsp milk; drizzle over cooled cookies and let stand until set.