Spread 4 slices of the bread with the ricotta. Spread the remaining 4 slices of bread with the strawberry jam. Close the sandwiches, pressing gently so they stay closed.
In a shallow bowl or pie plate, whisk the eggs with the milk, vanilla, cinnamon and salt. Dip both sides of each sandwich into the egg mixture until well coated.
In a large skillet, melt 2 tablespoons of the butter. Add 2 of the sandwiches and cook until golden, about 4 minutes per side. Repeat with the remaining butter and sandwiches. Cut each sandwich diagonally in half, dust with confectioners' sugar and serve immediately.