Peanut Butter and Jelly Pillows

As any connoisseur of childhood delicacies knows, the combination of fillings in these cushiony cookies is an all-time great. Concord grape jelly is traditional in children’s peanut butter sandwiches, but because jelly tends to melt inside the cookies during baking, Concord grape jam, which is more stalwart, is called for here. (The jam is stocked by most supermarkets; be sure to buy a brand made with fruit and sugar only, no pectin, to get a desirably dense consistency.) Baking done, the c