Preheat the oven to 180°C, fan 160°C, gas 4. Line 2 baking trays with baking parchment.
Put the butter and sugar in a bowl and beat them together with a wooden spoon until the mixture is pale and creamy.
Tip the flour into the bowl, add the milk and mix until a dough forms.
Sprinkle a little flour over the table and a rolling pin. Split the dough into 4 pieces.
Roll out one piece of the dough until it’s about the same thickness as a pound coin. Using a Christmas-themed biscuit cutter, cut 2 biscuits from the dough. Then, using a small round cutter, cut a circle from the centre of one biscuit. Repeat, using any different cutters that you like. You should have 24 cut biscuits.
Bake for about 10-12 minutes – the biscuits should be just starting to turn golden around the edges.
Remove from the oven and leave to cool on the trays for a couple of minutes, then transfer to a cooling rack.
When cooled, spoon a teaspoon of jam on to each of the biscuits that don’t have holes in them, then top with those that do. Press down gently to create a sandwich.