Preheat oven to 375 degrees F.
Cream together butter and sugar.
Beat in milk, vanilla and salt until blended.
Stir in flour, baking soda and nutmeg until dough just holds together.
Roll out to 1/8-inch thick, and cut out an even number of 3-inch round cookies.
Allow the cut dough to rest in the refrigerator for about 20 minutes.
Place a scant 1 teaspoon of Black Raspberry Jam on half of the rounds. Cover with the remaining rounds, crimping the edges to seal well.
Make a small slit in the top of each cookie.
Bake 8-10 minutes or until lightly browned. Remove from pan and cool completely.