Beat butter and sugar in large bowl with electric mixer on medium speed, or mix with spoon. Beat in vanilla and eggs until smooth. Add remaining ingredients except jam and melted chocolate. Beat until well blended. Cover and refrigerate 1 hour (dough will be sticky).
Heat oven to 375°F. Roll 1/4 of dough at a time to 1/8-inch thickness between sheets of waxed paper. (Keep remaining dough refrigerated until ready to roll.) Cut with 2-inch cookie cutter (dip cutter into baking cocoa if desired). Cut small shape from center of some of the cookies if desired. Place on ungreased cookie sheet.
Bake 7 to 9 minutes or until light brown. Remove from cookie sheet to wire rack. Cool completely.
Spread about 1/2 teaspoon jam on bottom of whole cookies; top with cutout cookie or another whole cookie. Drizzle with melted chocolate. Let stand until chocolate is firm. 3 dozen sandwich cookies