Preheat oven to 430 degrees.
In a large bowl, cream together the sugar and shortening and then add in the eggs.
In another bowl, sift together the flour, baking-soda, nutmeg, and salt.
Alternate adding the milk and flour mixture to the sugar and shortening. Stir together until all combined well.
Drop teaspoon sized balls of dough onto a greased cookie sheet and then press them gently with your thumb (or the kids can do this part!)
Drop a tiny little bit of jam onto the cookies and then bake for 10 - 12 minutes, keeping a close eye on them.
Pull out, cool a few minutes and enjoy!