Heat oven to 190C/fan 170C/gas 5. Rub the flour, sugar and butter together until the mixture resembles breadcrumbs. Alternatively, you can do this in the food processor. Add enough egg to bring the mixture together to form a stiff dough.
Flour your hands and shape the dough into a tube, about 5cm in diameter. Cut into 2cm-thick slices and place on a large baking sheet. Space them out as the mixture will spread when baking.
Make a small indentation in the middle of each slice with the end of a wooden spoon, and drop a tsp of jam in the centre. Bake for 10-15 mins until slightly risen and just golden. Cool on a wire rack.