Preheat oven to 350 F
In a large bowl, combine butter and sugars using a hand mixer until well combined
Add in vanilla, cinnamon and egg and beat.
Slowly beat in flour until just combined, being careful not to over beat the mixture.
Line a baking sheet with foil and spray with nonstick cooking spray
Roll dough with your hands into 1 inch balls and place onto cookie sheet
Press your thumb into the center of each cookie to make a "nest" shape
In a small mixing bowl, combine ingredients to make filling
Spoon a little filling into the center of each cookie and bake for 10-12 minutes
Allow to cool and enjoy!