Preheat oven to 350 degrees.
Cream together shortening and sugars.
Beat in egg yolks, milk and vanilla extract.
In medium bowl, mix all dry ingredients. Sift into wet mixture.
Wrap in cling wrap and refrigerate about an hour. (This prevents the cookies from spreading as they bake.)
Cut dough in half. Roll out on floured surface to about 1/8 to 1/4 inch thick.
Cut with 2 1/2 to 3 inch round cookie cutter. (A small drinking cup works!)
With spatula, place onto ungreased cookie sheet, about 1 1/2 inches apart.
Put about 1 teaspoon of raspberry jam in the center of each cookie (more or less depending on size). Spread slightly around center of cookie.
Roll and cut out more cookies. Using a butter knife, cut an X in the center of each cookie. With a spatula, lay on top of jammed cookies. Press edges gently with fingers.
Using a fork, crimp the edges of cookies.
Bake 10-12 minutes. Allow to cool 10 minutes, transfer to cooling rack.