Start by creaming the peanut butter, butter, and sugars until light and fluffy. Then, beat in the egg and vanilla until smooth. Finally, mix in the flour, baking soda, and salt until just combined.
Use a spoon or cookie scoop to form balls of dough, about 1 inch in diameter. Place them evenly on a lined baking sheet. Make an indentation in the center of each ball with your thumb or a small spoon.
Fill each indentation with about 1/2 teaspoon of your favorite jelly or jam. Don’t overfill—it will spread during baking but still hold a perfect thumbprint shape.
Preheat your oven to 350°F (175°C) and bake for 12-14 minutes. The cookies should be slightly golden around the edges but soft in the center. Let them cool on the baking sheet for a few minutes before transferring to a wire rack.