Preheat the oven to 200°F (95°C). Line 2 baking sheets with parchment paper.
Add the sugar to a baking sheet and bake for 7 minutes. The edges may begin to caramelize – this is good! Remove the sugar from the oven and leave the oven on.
In a large clean, dry bowl, whip the egg whites with an electric hand mixer on low speed until foamy, then add the salt. Continue whipping on high speed until medium peaks form.
Add the toasted sugar to the egg whites 1 tablespoon at a time, increasing the mixer speed gradually as you add more sugar. Once all of the sugar is incorporated, continue whipping for 5-7 minutes, until the meringue is very thick and shiny. Add the vanilla, whipping until just incorporated.
Prop open a piping bag or zip-top bag in a tall drinking glass. Using wooden skewers, lightly paint 2 thin stripes of different-colored gel food coloring on opposite sides of the bag. Paint additional bags with more colors, if desired.
Fill each bag with the meringue batter, dividing evenly amongst different colors, if using.
Pipe 1-inch (2-cm) wide “kisses” of meringue onto a baking sheet about ½ inch (1 cm) apart.
Bake for about 1 hour, or until you can easily lift a kiss off of the paper.
Cool the meringues on the baking sheet at room temperature until no longer warm.
To fill, pipe icing around the edge of a cookie and spoon a small dollop of jam into the center. Sandwich with another cookie.