In a bowl rub the butter into the flour and salt until it resembles breadcrumbs, then stir in the sugar.
Add the egg yolk and vanilla to the flour mixture then kneed in until smooth.
Wrap in plastic wrap and chill for 30 minutes.
Roll the biscuits to 2mm to 3mm thickness then cut out 16 circles with the cookie cutter. Place the cookies on a greased baking tray and chill for 20 minutes.
Preheat the oven to 350 degrees F (180 degrees C).
Place the cookies in the preheated oven and bake for 10 to 12 minutes or until just starting to brown. Rest on the tray for 5 minutes.
Transfer the cookies to a cooling rack to completely cool.
Marshmallows
Pour 1/2 cup of boiling water into a bowl then add the gelatin. Put aside until needed.
In a saucepan add the sugar, water, and glucose then stir until completely dissolved. Bring to a simmer.
Continue to simmer the sugar syrup until it reaches a temperature of 250 degrees F (120 degrees C).
Add the gelatine water to the sugar syrup and stir well.
Whisk the egg white until it is white and frothy, but not yet drying out.
Slowly pour in the gelatin syrup and vanilla extract while mixing; continue to mix for 5 minutes.
Put aside to cool and until needed.
To Assemble
In a heatproof bowl over hot water melt the dark chocolate.
Divide the cookies into two groups. On one group spread the jam. On the other spread the marshmallow. Tip: Pipe the marshmallow onto the cookies with a piping bag or plastic bag with the tip cut off for easier application.
Match together one cookie with jam and one with marshmallow to create a sandwich.
Dip the chocolate marshmallow cookie sandwiches into the melted chocolate to cover completely. Shake off any excess chocolate then place on the baking paper to set.Tip: If the room temperature is high, you may need to chill the cookies to get the chocolate to set.