In a mixer bowl with a paddle attachment or in a food processor, combine cold butter cubes, powdered sugar, flour, cornstarch, and salt. Mix until the mixture resembles crumbs, like couscous. Add the egg and mix until a uniform dough forms.
Divide the dough into two parts. Roll each part between two sheets of parchment paper and freeze for 10 minutes.
Remove the dough from the freezer and peel off the parchment paper. Use a round or flower-shaped cookie cutter to cut out circles and place them on a parchment-lined baking tray. Cut out a small inner circle from half of the cookies using a piping nozzle.
Preheat the oven to 350°F (180°C) on convection mode. Bake the cookies for about 12 minutes, until lightly golden.
Let the cookies cool. Pair them up, matching one with a hole and one without. Pipe strawberry jam into the center of the cookie with the hole, and place the solid cookie on top to make a sandwich. Dust with powdered sugar.