Preheat oven to 350 degrees fahrenheit. Line a baking sheet with parchment paper and set aside.
Make the Cookie Dough: In a large mixing bowl, stir together the peanut butter, butter, brown sugar, egg yolk, and vanilla extract until smooth.
1 cup peanut butter, ½ cup unsalted butter, ½ cup brown sugar, 1 egg yolk, 1 teaspoon vanilla extract
In another bowl, whisk together the flour, sea salt, and cinnamon. Add flour mixture to peanut butter mixture and mix until a uniform dough forms.
1 ½ cup all-purpose flour, ½ teaspoon fine sea salt, ½ teaspoon ground cinnamon
Shape and Fill the Cookie Dough: Divide the dough into 20 equal pieces, roll each piece of dough into a ball then place onto lined baking sheet, leaving at least two inches between each ball.
Use either a spoon or your thumb to press the center of each cookie dough ball, slightly flattening it and leaving a well in the middle (a one-teaspoon measuring spoon works perfectly for this purpose). Spoon jelly, jam, or preserves into each well so that it sits just below the crest of the cookie dough. Don't overfill the cookies.
¾ cup jelly
Bake the Cookies: Transfer the pan to the oven and bake for 10 to 12 minutes or until cookies are golden brown and just set around the edges. Let the cookies cool to room temperature so that the jam can set before serving.