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Preheat oven to 325 degrees.
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Line pan with parchment paper and set aside.
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In a mixing bowl, combine coconut, gf flour, condensed milk, salt and vanilla. Stir until evenly mixed.
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Drop about two tablespoons full onto parchment paper.
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Press a well into the middle of each cookie. Fill each well with jam.
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Bake for 25-30 minutes, or until golden brown. Time may vary based on the strength of oven, so keep an eye on them so they don’t burn.
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Remove from oven and let cool. They will be soft at first, but firm as they cool.