Rye flour adds a nutty flavor and tender texture to these cute little thumbprints.
Arrange racks in the top and bottom thirds of the oven; preheat to 350°. Line 2 baking sheets with parchment paper. In a medium bowl, whisk both flours and the baking powder. In a large bowl, using an electric mixer (or in a stand mixer fitted with the paddle attachment), beat the butter, 1/2 cup sugar, the vanilla, and salt on medium speed until smooth, about 2 minutes. Add the egg. Beat until blended. Add the dry ingredients. Beat on low speed until just blended.
Using a small ice cream scoop or a tablespoon measure, scoop out the dough; roll into balls. Place the balls about 2 inches apart on the baking sheets. Using your thumb, make an indentation in the center of each ball of dough. Freeze until firm, about 10 minutes. (This will help the cookies hold their shape while baking.)
Place the remaining 1/2 cup sugar in a small bowl. Dip the top of each cookie in the sugar; return to the baking sheets. Spoon about 1/2 tsp. jam into the indentation in each cookie.
Bake the cookies until light golden, 15 to 20 minutes. Transfer the baking sheets to wire racks. Let the cookies cool completely on the baking sheets.