Preheat your oven to 375°F (190°C) to ensure it's hot and ready when the cookies are assembled. This will help the cookies bake evenly.

In a large mixing bowl, cream together the softened unsalted butter and granulated sugar until light and fluffy. Add in the milk, vanilla extract, and salt, beating until the mixture is well combined. Gradually stir in the all-purpose flour, baking soda, and ground nutmeg, mixing just until the dough comes together. Avoid over-mixing to ensure tender cookies.

On a lightly floured surface, roll out the dough to about 1/8-inch thickness. Use a 3-inch round cutter to cut out an even number of cookies. Arrange the cut dough rounds on a baking sheet. Place the sheet in the refrigerator and chill the dough rounds for about 20 minutes. This helps prevent spreading during baking.

Remove the chilled dough rounds from the refrigerator. Place a scant 1 teaspoon of black raspberry jam on the center of half the rounds. Cover each with a remaining plain round and use your fingers or a fork to crimp the edges and seal the cookies well. I recommend being generous but not overfilling the jam, to avoid leakage during baking.

Use a sharp knife to make a small slit in the top of each assembled cookie to allow steam to escape. Arrange the cookies on a baking sheet and bake in the preheated oven for 8-10 minutes, or until the cookies are lightly browned around the edges. Remove from the baking pan and allow them to cool completely on a wire rack. I always let cookies cool thoroughly so the jam sets nicely and doesn't ooze out when you take a bite.