Heat oven to 180C/160C fan/gas 4 and line a 20 x 30cm baking tin with baking parchment (2 lengths crisscrossing is the easiest way).
Beat the butter, caster sugar, vanilla and egg yolk together in a large bowl with an electric whisk until pale. Stir in the flour with a good pinch of salt using a wooden spoon – then your hands to bring everything together into a crumbly dough.
Press half into the base of the tin as evenly as you can – using a potato masher works quite well – and smooth the top. Spread the jam over the top, leaving a 1cm empty border all around the edge. Crumble over the remaining shortbread mixture, then pat down, trying not to dislodge the jam too much. It will look patchy, but don’t worry, the icing will smooth it all out. Bake for 35 mins until pale golden. Leave to cool in the tin.
Once cool, sift the icing sugar into a bowl, and stir in about 100ml water with some food colouring to a thick-ish but runny icing. Pour over the slice, then tilt the tin to evenly spread. Quickly dot over some more food colouring, then use a skewer or toothpick to swirl and marble the top. Leave to set overnight until the icing is hard, then cut into slices. Will keep in a tin for up to five days.