Preheat oven to 200C/400F/Gas 6 and grease and line a large baking tray.
Sift flour, salt and sugar into a large bowl and rub in the butter till you get a crumb like mixture.
Whisk together the whole egg and the extra yolk in a cup and add this to the mixture and mix thoroughly to form a dough.
Break the dough in half and then half again. Now pull off pieces of the dough to make five little balls from each batch of dough. This will give you 20 balls about half the size of golf balls.
Place these on the prepared baking tray about 3cm apart as they will spread as they bake.
Bake for approximately 15 minutes until golden.
Set aside on a wire rack to cool completely.
Spread jam on one flat side and sandwich another cake on top, do this will all and you will have 10 snowballs.
In one bowl mix a little water with the icing sugar and mix till it is a glaze and in another bowl have the desiccated coconut.
Dip the cakes into the icing and roll around to cover completely and then dip and roll in the coconut.
Set aside to dry completely.