Mix the yoghurt with the sugar and vanillas and stir well.
Pour a little of the mixture at the bottom of a cake form. Arrange biscotti along the sides of it (cut them in half if needed, depending on how tall its walls are).
Arrange biscotti along the bottom of the form as well, pour in part of the mixture and the jam. Then place another layer of biscotti and white mixture again.
Put the cake in the fridge to harden for at least 2 hours.