Peanut Butter and Jelly Cookies

Heat oven to 350°F (175°c). Line a baking sheet with parchment paper. Mix sugar substitute, egg, and vanilla together with an electric mixer on low for 3 minutes. Add peanut butter and baking soda. Mix on medium until dough comes together, about 30 seconds. Form dough into 24 (2 teaspoon) balls and place on baking sheet 1-inch apart. Gently press your thumb into the center of each to make an indentation. Fill each indentation with 1/2 teaspoon jam. Bake until lightly browned on the bottom, 12 to 14 minutes. Transfer to a wire rack to cool completely.