1. Cut flour and shortening together with a pastry blender. Add rest of ingredients except Jam. 2. Mix until it forms a ball. Wrap in plastic wrap and refridgerate for 1/2 hour or so. 3. Roll out small portions of dough on a lightly floured surface. Cut into rectangles. Spread a little jam on 1 rectangle and then put another rectangle on top. Crimp with a fork on the edges. 4. Bake at 350 for 15 minutes. 5. Top with a vanilla glaze and enjoy!