Preheat oven to 350° F
In an electric mixer, fitted with the paddle attachment, cream together the butter and sugar until they are just combined and then add the vanilla.
Separately, sift together the flour and kosher salt.
With the mixer on low speed, add the flour mixture to the creamed butter and sugar.
Mix until the dough starts to come together.
Dump onto a floured board and roll together to make a flat square. Wrap in plastic and chill for 30 minutes.
Roll the dough into thirty-two 1¼ inch balls (If you have a scale, they will weigh 1 oz each).
Dip each ball into the egg wash and then roll into the shredded coconut.
Place the balls on an ungreased cookie sheet lined with parchment paper and press a light indentation into the top of each with your thumb.
Drop ¼ teaspoon of jam into each indentation. Bake for 20-25 minutes until the coconut is a golden brown.
Cool and serve.