Preheat the oven to 350°F. Line two cookie sheets with parchment paper. Combine flour and baking soda in a bowl and set aside. Beat butter, peanut butter, and granulated sugar in a medium bowl with an electric mixer until well combined, about 3 minutes. Add egg and vanilla and beat well. Gradually add flour mixture until just combined.
Roll dough into balls, about 1-1/4-inches in diameter. Place on cookie sheets about two apart. Flatten slightly and press your thumb in the center. Bake until golden brown, 8 to 12 minutes. Transfer to a wire rack and cool completely.
Spoon jam into the center of each cookie, then sprinkle tops with powdered sugar.