Beat first 4 ingredients at medium speed of a mixer until well-blended. Add egg; beat well. Beat in vanilla. Lightly spoon flour into dry measuring cups; level with a knife. Combine flour and next 4 ingredients (flour through salt), stirring well with a whisk. Add flour mixture to sugar mixture; beat well. Cover; freeze 30 minutes or until firm.
Preheat oven to 375°.
Shape dough into 24 balls; roll in granulated sugar. Place 1 inch apart on baking sheets coated with cooking spray. Press thumb into center of each cookie, leaving an indentation. Spoon about 1/2 teaspoon jelly into center of each cookie. Bake at 375° for 12 minutes or until lightly browned. Cool 2 minutes on pans. Remove from pans, and cool completely on wire racks.