Preheat the oven to 350 degrees F.

Line two baking sheets with parchment paper.

Whisk together the oatmeal, flour, sugar baking powder, and salt.

Add the butter, egg, and milk to the combined dry ingredients and use a wooden spoon to mix everything into a sticky dough.

Wet your hands and form the dough into balls.  Flatten them slightly between your palms. Place the disks on the baking sheets and use your thumb to create an indent in the middle of each.

Spoon jam into the wells.

Place in the oven and bake for 10-12 minutes or until the cookies start to turn golden brown.

Remove from the oven. Transfer to a wire rack to cool.