In France, these thumbprint cookies are called Marguerites and take their name from their daisy-like shape (marguerite in French) that’s accentuated by a bright jam filling in the center. At Payard, I use a bake-proof raspberry jam, which is slightly thicker and doesn’t run when baked. It can be hard to find outside of commercial distribution, so you can either slightly cook your jam on the stove to thicken it or, more easily, pipe and bake the cookies unfilled and add the jam after the cookies have cooled.
Preheat the oven to 350°F (180°C) and line a baking sheet with parchment paper.
In the bowl of a stand mixer fitted with the paddle attachment, beat the butter, confectioners' sugar, lemon and orange zests, and salt together on low speed until the mixture becomes pale and fluffy. Add the egg whites one by one, waiting until each is fully incorporated before adding the next one, and mix until everything is fully combined. Add in the flour and baking powder, mixing until just combined.
Transfer the dough to a pastry bag fitted with a 1-inch star pastry tip (if you have one, use a daisy-shaped tip). Hold the bag vertically and keep the tip pressed onto the pan, without raising it. Squeeze the bag and the dough will press out of the side cuts of the tip, creating a daisy shape. Wet your thumb or the back of a small melon baller, and depress a well in the center of each cookie. Do not go all the way through, but make it deep and wide enough to contain the jam. Pipe or spoon a small amount of jam into the center of each cookie. Bake for 10 to 15 minutes, or until the edges turn a light golden brown color.
Remove the cookies from the oven and transfer them to a cooling rack. Let them cool completely, then store them in an airtight container in a cool, dry place for up to 1 week, placing a sheet of parchment or waxed paper in between each layer.
Text excerpted from Payard Cookies, © 2015 by François Payard. Reproduced by permission of Houghton Mifflin Harcourt. All rights reserved.