1. Preheat oven to 350 degrees F. Cream butter with sugar in a large bowl. Add egg and vanilla and beat well.
2. Combine flour, baking powder and cinnamon and add gradually to creamed mixture, blending well after each addition.
3. Divide into 4 equal portions, rolling each into a cylinder about 12 inches long. Transfer to baking sheets.
4. Make an indentation about 1/4 inch deep down center of each cylinder and fill with jam. Bake until golden, about 15 minutes. Let cool slightly, then slice cylinders diagonally into cookies 3/4 inch wide.