Thumbprint cookies are charming on the plate, fun to make, and rich with a shortbread cookie filled with your favorite jam. They make ahead beautifully!
Arrange an oven rack in the middle position and preheat the oven to 350°F (177°C). Line two baking sheets with parchment paper. In a small bowl, stir together the apricot preserves and lemon juice.
In the bowl of a stand mixer fitted with the paddle attachment or with a hand mixer, cream the butter and sugar on medium speed until light and fluffy, 3 minutes. Add the cream cheese, egg, orange blossom water, and vanilla extract and continue beating until smooth, 1 minute.Scrape down the sides of the bowl.
In a medium bowl, whisk to combine the the flour, salt, baking sods, and baking powder. Add this mixture to the butter mixture and beat on low speed just until the dough fully combines.
Divide the dough into 36 pieces, approximately 18 grams each. Between your palms, roll the pieces into balls and place them on the prepared baking sheets, 1½ inches apart.
Moisten a thumb in water and press an indentation into the center of each ball. Parbake on baking sheet just until the cookies are set, 8 minutes. Remove the sheet from the oven and make the indentation in the cookies again with a fingertip or 1/2 teaspoon measuring spoon. Use a small spoon to fill each indentation carefully with about 4 grams ½ teaspoon of jam.
Return the sheet to the oven and bake the gems again until they turn pale golden, 10 to 12 minutes.
Cool for 5 minutes on the baking sheet, then transfer the cookies to a wire rack to cool completely before serving. Repeat with the second baking sheet.