In medium bowl, combine flour, baking soda and salt; set aside. In large bowl, beat shortening, peanut butter and sugars with electric mixer until well blended. Add egg and vanilla. Stir in flour mixture; blend well. Shape cookie dough into 1-in. balls. Place on cookie sheets 1-1/2 inches apart. Using thumb, make a small depression in center of each ball.
Bake 11-13 minutes or until golden brown. Remove from oven. In a small bowl, microwave jam for 20-30 seconds. Stir until jam is smooth. Spoon 1 teaspoon jam on each cookie.