Preheat your oven to 350 F. Line two baking sheets with parchment paper, and set them aside.
In a large bowl or in the bowl of a mixer, combine the oil and sugar until creamy.Add in the eggs, orange juice, and vanilla extract. Mix well. Add in the salt and baking powder. Slowly pour in the flour, making sure it's incorporated before adding more.
Remove the dough from the bowl and onto a piece of parchment paper. You may cut the dough in half if it's too much to work with at once. Place another sheet of parchment paper over the dough and roll it out. The dough should be about ¼" thick.
Using a 3" round cookie cutter, cut out circles from the dough. Remove the scraps from around the dough. Place a dollop of jam into the center of each circle. Fold in the two sides and pinch at the top to close. Bring the bottom side up, forming the cookie into a triangle shape. Pinch all 3 corners to seal.
Bake for 10-12 minutes until lightly golden on the bottom and around the edges. If your dough is thick, it'll take longer to bake.
