Quickly rub together flour, Vanilla, Hermesetas Granulated and margarine until the mixture resembles fine breadcrumbs. Gently knead the pastry, but only until the ingredients just cling together. Refrigerate for 1 hour.
Roll out 3-4 mm thick. Cut out about 80 rounds with a plain or fluted cutter, and cut out the centres of half the rounds (for the bases and tops). Bake in a pre-heated oven at 180°C for about 12 minutes; the biscuits should still be very pale in colour, not brown. Sandwich the biscuits together with jelly, while they are still hot.