So these cookies are sold everywhere. I know that I pick them up all the time. Peperidge Farm (sp?) sells them in raspberry, blueberry, etc. The trick in making them is just using a star tip during the piping process.
RECIPE: (yield 12 cookies)
4oz butter, softened
5oz cake flour
4oz raspberry preserves
powdered sugar, as needed
Directions: Cream butter and sugar until light and fluffy. Add salt, vanilla and egg. Combine well. Slowly add flour, until just combined - dough should not be sticky or stiff. Pipe dough unto ungreased sheet using large star tip.
Wet your index finger and create a "well" in the middle of the cookied. Place 1tsp of preserves in the middle of each cookie.
Bake at 350 for 10 minutes (until edges are lightly browned). Sprinkle with powdered sugar if desired