This is my favorite peanut butter cookie, and it's always a regular on my holiday cookie trays. You can use any flavor jam or jelly you like for the filling. In addition, you could also fill them with melted chocolate, or vanilla cream filling, or even layers of both. However, my all-time favorite filling is surprisingly, orange marmalade. It seems to go perfect with the cookie, and the flavors blend so well that it's difficult for many to figure out what's inside. They just know they like it! From the Betty Crocker Recipe Card Library. By the way, the cookies are great by themselves, even if you don't make them into sandwich cookies. Time does not include chilling time.