In a large bowl, beat the cream cheese and butter together with an electric mixer on medium speed until the mixture is well combined.
Add flour, vanilla, and salt; beating until the mixture is just combined.
Divide the dough into 2 disks. Wrap the disks in plastic wrap and let them chill for at least 12 hours in the refrigerator.
Once properly chilled. Prepare for baking by removing them from the refrigerator and preheating the oven to 375°F.
Working with 1 disk section at a time, roll each out on a lightly floured surface.
Cut the dough into cookies by using a 2-inch round cutter. Place them on a cookie or baking sheet and make an indentation in each with your thumb.
Spoon 1/2 teaspoon of pastry filling of your choice into each indentation.
Bake for 16-18 minutes or until the edges are golden brown. Remove them from the oven and let the cookies cool on the pan for 5 minutes.
Remove cookies from the pan and let them cool completely to room temperature on a cooling grid or wire racks.
Dust cookies with confectioners' sugar before serving... and enjoy.