Blend all ingredients except coconut and jam with a mixer until combined.
Place in refrigerator for 15 minutes. Form dough into 2” balls by pressing dough between your hands then forming a ball. Roll balls in coconut. Press thumb indention into each ball. Drop 1/8 tsp jam or jelly into each indentation.
Place on parchment lined baking sheet. Bake 20 minutes. Then cool.