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 until the mixture is crumbly.
Add the egg to the ingredients and mix together to form a dough.
Break off pieces of the dough to bun seized shapes - I won't judge you on what size of snowballs you would like. Just make sure you have enough to make pairs of cake to make full snowballs.
Place these on the prepared baking tray.
Bake for approximately 15 minutes until golden.
Leave to cool completely.
Spread jam on one side and sandwich another cake on top.
In a bowl, mix a little bit of icing sugar with water so that it creates a thick icing.
In another bowl, you should have the desiccated coconut.
Dip the cakes into the icing and roll around to cover completely.
Then dip and roll in the coconut.
Place on a plate for the icing to set.
Set aside to dry completely