Pre-heat the oven to fan-assisted 160C / 180C / 350F / gas 4 and lightly oil two lined baking trays.
Add the butter and sugar into a large bowl and beat, using a hand mixer, until the mixture is light and fluffy.
Beat in the egg, followed by the orange zest and flour and mix into a soft dough.
Split the dough into 36 equal bits and roll into balls.
Place the cookie balls on the baking tray, making sure to leave space between them for spreading.
Make a thumbprint in the centre of each cookie (careful not to go all the way through the dough) before filling each thumbprint with some jam.
Bake in the pre-heated oven for 13-17 minutes until they are as golden as you prefer.
Allow cookies to rest for a few mins on the baking tray before letting cool completely on a wire rack.
Sprinkle on some icing sugar before serving.