Preheat oven to 350 degrees F. Line a baking sheet with parchment paper.
Whisk flour, baking soda, baking powder, and salt together in a medium-size bowl. Set aside.
Cream the softened butter and sugar together using an electric mixer at medium speed until light and fluffy, 4 - 6 minutes. Beat in the softened cream cheese, egg, and vanilla extract until combined, about 30 seconds. Scraping down the bowl as needed.
Reduce the speed to low and slowly add the flour mixture. Mix until incorporated.
Roll 1 1/2 teaspoons of dough and into a ball. Place about 1 1/2 inches apart on the prepared baking pan. Dampen your thumb and make an indentation in the center of each ball.
Place the jam into a zip-top bag and snip a small corner off.
Bake for about 10 minutes, or until the edges are lightly browned. Remove from the oven and reshape the center indentation of each cookie using and rounded teaspoon measure.
Fill each cookie indentation with about 1/2 teaspoon of jam. Rotate the baking sheet and bake another 12 to 14 minutes, or until golden.
Cool the cookies on the sheet pan for about 10 minutes, then transfer to a wire rack to cool completely.