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A glass jar won't help. A Faraday cage (all metal enclosure with no gaps or breaks) works by carrying the electrical charge on the outer skin and not allowing it to enter the "cage". Metal screening can work, if the mesh it tight enough, but solid sheet metal is recommended for high power like lightning. That isn't always enough thought, there is some question of whether *magnetic* eddy currents can still be induced into any circuitry inside the cage (like a transformer) causing the contents to get disrupted anyway. Still, the Faraday cage is your best bet and protects against significant problems.
It is OLD technology, but still state of the art for protecting facilities from EMP associated with nuclear attacks. Yes, they do whole rooms and bunkers with all metal seals on everything. (Steel yacht anyone?
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The pressure cooker would *not* make a good Faraday cage unless you replaced the rubber lid gasket with something like metal mesh, or there was a good metal-to-metal contact between the lid and the pot. Any break in the metal-to-metal, and the cage doesn't work.
Folks have also suggested using an oven (which can be a problem if you forget to take the goodies OUT, no joke) or a breadbox, or any cabinet or locker (preferably small) fully lined with metal mesh or metal window screening, copper roof flashing, etc.
If your ToDo list is short enough, or you're in lightning country, those might be things to think about.
The mason jar will certainly help keep your VHF dry and floating if the blast sinks the boat though.