For those of you who asked, here is the recipe I have successfully used to make jammy dodgers;
Ingredients
100g Butter/margarine
130g sugar
1 tsp baking powder
1 egg
2 1/2 tsp vanilla extract (I used less than this)
1 pinch salt
2 tbsp milk (skimmed, ideally, but I can't imagine that it makes much difference)
300g plain flour
Jam
Method
Cream the butter/margarine until light and creamy (use a hand beater, or you'll get tired). Add the sugar, vanilla, egg, salt, and milk, and beat hard until it's all thoroughly mixed.
Reduce the speed and add the flour and baking powder, a bit at a time, until incorporated. Give it another mix by hand, as the electric thingy will strugle by the time all the flour is in.
Wrap the dough in cling film, and chill in the fridge for an hour. This bit is important, as without chilling, the dough is really difficult to handle; it's too soft and it makes a mess everywhere. While it's chilling, you can pre-heat the oven to 175oc, GM 3-4.
When it has had time to chill, divide the dough into two bits, one of which is a bit larger than the other. Put one back in the fridge while you deal with the other. Spread a piece of cling film over the work surface. Put the dough on top of it, and cover with another piece, so that the dough is neatly sandwiched between them; this makes rolling it out _so_ much easier, and reduces the clean-up too. Roll out to biscuit-thickness, and cut out into biscuit shapes. When making jammy dodgers, use the bigger half to cut out the bases, and the smaller bit to cut out the tops, which will have holes in. Squish the trimmings (and holes) back together and re-roll. Place the cut-out biscuits onto a baking sheet lined with baking paper (you _can_ use a very thoroughly greased baking sheet without paper, but the paper makes things much easier!). Bake for 10-15 minutes, until light golden-brown. Cool on the baking sheet; if you haven't lined it, you'll have to loosen the biscuits while they're still hot, otherwise they'll stick.
When they're fairly cool, place a small teaspoon of jam in the middle of each of the "base" biscuits (I used a soft-set raspberry jame, which worked very well), spread it a little, and top with a holey biscuit. Put back in the oven, having lowered it to 2-3 or about 160oc, for about 5 minutes, just to firm up the jam a little. Alternatively, you could use a firmer set jame, and just heat it up first, to make it slightly runnier; it'll re-set when it's cool, sticking the two halves together nicely.
The basic recipe can be adapted very easily; leave out the vanilla and add other flavouring such as mixed spices, or lemon essence, or replace half an ounce of flour with slightly over half an ounce of cocoa powder, or whatever. I tried sandwiching some together with melted dark chocolate; this sort of worked, but I think it would be better if you melted the chocolate, added some double cream, and whipped it, then let it stand and whipped it again; that way you'd get a thicker but slightly softer mix, which would also be easier to handle.