Preheat your oven to 350°F and line baking sheets with parchment paper. In a large bowl, beat the softened butter and granulated sugar together for 3-4 minutes until the mixture is light, fluffy, and pale in color. This creaming process incorporates air into the dough, which helps create tender cookies with a delicate crumb structure.
Add the room temperature egg yolks one at a time to the creamed mixture, beating well after each addition. Pour in the vanilla extract and almond extract, then mix until everything is fully combined and the batter looks smooth and well-integrated. Room temperature eggs emulsify better with the butter, creating a more cohesive dough.
In a separate bowl, whisk together the all-purpose flour and fine sea salt. Add the dry ingredient mixture to the wet ingredients from Step 2 and stir until just combined—don't overmix, as this can develop too much gluten and make the cookies tough. I like to fold gently by hand for the last few turns to ensure I'm not working the dough more than necessary.
Roll the dough into balls about 1 inch in diameter and place them about 2 inches apart on the prepared baking sheets. Using your thumb (or the back of a small spoon), press gently into the center of each ball to create a shallow well, being careful not to press all the way through to the bottom. I find that slightly dampening my thumb helps prevent the dough from sticking.
Stir the lemon zest into the raspberry jam to brighten the flavor. Spoon about 1 teaspoon of the jam mixture into each thumbprint indentation, being careful not to overfill as the jam will spread slightly during baking. Bake for 12-15 minutes, until the cookies are set but still slightly soft, and the edges are just beginning to turn golden.
Remove the cookies from the oven and let them rest on the baking sheet for 10 minutes—this allows them to firm up enough to handle without breaking apart. Transfer the cookies to a wire cooling rack to cool completely. The residual heat on the pan will continue to set the cookies gently.