Combine coconut oil, peanut butter, white sugar, brown sugar, egg and vanilla extract in a large mixing bowl. Whisk until well blended.
Add flour, salt and baking soda to the bowl. Mix until you can no longer see the flour.
Scoop up about 1 tablespoon of the cookie dough and roll into a ball with both of your hands. Repeat until the cookie dough is finished. You should be able make 24-30 balls.
Place cookie balls, 2 inches apart from each other, on a baking sheet lined with parchment pepper. Use two baking sheets if necessary.
Press each cookie ball down with a fork dipped in sugar. Bake for 10-12 minutes. Baking time may vary depending on how strong your oven is.
While the cookies are baking, add jelly into a sandwich-size Ziploc bag. Squeeze down to one side of the bottom of the bag and cut a hole at the tip. Set aside.
Once the cookies are done, let them cool for a couple minutes, then transfer to a cooling rack. Make a thumb print in the center of each cookie and pile the jelly into each print. Enjoy!