Mix the cream cheese, butter, and sugar until fluffy.
Beat in vanilla.
Gradually beat in the flour.
Divide the dough into four portions. Shape each into a circle, wrap in plastic and refrigerate until firm. (About 2 hours)
Preheat oven to 375. On floured surface, roll each section of dough into 1/8 inch thickness.
Cut rolled dough into 2-inch circles with a cookie cutter. Then place the circles onto an ungreased cookie sheet.
Place 1/2 teaspoon of jam into the center of each cookie. Top with remaining circles and press edges lightly with a fork to seal. Cut slits in the top of each cookie.
Bake for 7-9 minutes (until edges are light brown). Remove and allow to cool on wire racks.