Preheat the oven to 180°C (350°F) or 160°C (320°F) fan and line a baking sheet with parchment paper.
In a food processor, combine the cream cheese, softened butter, vanilla extract, and erythritol; process until smooth. Alternatively, beat together in a mixing bowl with a hand mixer until smooth.
Add the egg and mix until incorporated, then add the almond flour and blend until a smooth, cohesive dough forms.
If the dough is too soft to handle, form it into a ball, wrap in plastic wrap, and chill in the refrigerator for 20 minutes or in the freezer for 10 minutes.
Portion the dough into small balls of about 15 g each and place them on the prepared baking sheet, leaving space between cookies.
Use your thumb or the back of a small spoon to press a shallow indentation into the center of each ball, then fill each indentation with a small amount of sugar-free jam.
Bake for 15 minutes, or until the edges are lightly golden. Remove from the oven and let the cookies cool completely on the baking sheet before handling.