Go to the Recipe: Walker’s-Style Shortbread
This generally works great and I love it, with a some caveats:
1. You really have to aerate the butter and sugar in the creaming step; I found it it gets reasonably pale and smooth a couple minutes before the aeration was really there, so the first batch was denser than it could have been.
2. If you're making thumbprint cookies, it's better to just weigh out 30g balls and then smoosh each one with your thumb or a spoon, and put the jam in that. If you do the roll and cut thing, you really really really have to roll it with even thickness or you're going to die in the oven because some cookies will be twice the size as others. Obviously for the rectangular ones you have no choice, though.
3. For my oven, the baking time was too long for either the roll & cut or the smooshed-ball thumbprints. They were much better (and more like the cross-section picture at the beginning) when I took them out 5+ minutes earlier. My oven is a bad gas oven without convection, but it is calibrated; I wonder if the quoted baking numbers were tested separately for thumbprints or only for the rectangular ones?