Preheat oven to 350°F (175°C).
Mix dry ingredients in one bowl.
Cream butter and sugar until fluffy.
Add egg and vanilla; mix well.
Combine wet and dry ingredients.
Fold in jam gently to create pockets.
Scoop dough, flatten, and add frozen cheesecake filling inside.
Seal and shape into discs.
Roll in sugar and bake for 11–12 minutes.
Cool before serving.