Preheat oven to 350°F (175°C).
Line baking sheets with parchment paper.
Mix cream cheese and powdered sugar until smooth.
Add strawberry jam and vanilla to filling.
Refrigerate filling mixture for 15 minutes.
Cream butter with both sugars until fluffy.
Beat in egg and vanilla extract.
Mix flour, baking soda, and salt separately.
Gradually add dry ingredients to wet ingredients.
Scoop cookie dough into 32 small balls.
Flatten 16 balls into small circles.
Place filling in center of each circle.
Top with remaining dough balls and seal edges.
Place on prepared baking sheets.
Bake for 10-12 minutes until lightly golden.
Cool on baking sheet for 5 minutes.
Transfer cookies to wire rack completely.