In a small bowl, combine the flour, baking soda and salt. Set aside.
Mix together butter and sugars until creamed. Add eggs and vanilla; mix well.
Slowly mix in the flour mixture, then stir in the oats. Using a tablespoon of dough per cookie, roll into balls.
Place balls of cookie dough on aluminum foil or parchment paper lined cookie sheets and bake at 375 degrees for 6 minutes. Rearrange the cookie sheets in the oven so that the cookies from the bottom rack are on top and vice versa. Bake another 5-8 minutes, until lightly browned and firm.
Cool cookies on cookie sheets then peel off aluminum foil or parchment paper. Spread a thin layer of jam on the bottom of one cookie and top with another. Repeat until all cookies are used.