Prepare the oven and baking sheets. Preheat the oven to 400°F (200°C). Line baking sheets with parchment paper.
Make the dough. Combine the hot water and oil in a large mixing bowl. Add the baking powder and flour, then stir until combined. Once comfortable to handle, gently bring the dough together by hand until no dry flour remains. Avoid prolonged kneading.
Rest the dough. Cover and let rest at room temperature for 10 minutes.
Divide and roll. Divide the dough into 4 equal portions and shape each into a ball. Roll each ball into a circle on a clean work surface, using a little flour only if needed to prevent sticking.
Cut and fill. Cut each circle into 8 equal wedges. Place a small dollop of jam near the wide end of each wedge, leaving space around the edges.
Shape the cookies. Fold the wide end over the jam, gently press the sides to help enclose the filling, and roll toward the pointed tip. Place on the prepared baking sheets with the tips underneath, leaving a little space between cookies.
Bake. Bake for approximately 20 minutes, or until lightly golden around the edges and underneath. Allow additional baking time if baking the trays in separate batches.
Coat and cool. Mix the powdered sugar and vanilla sugar in a shallow bowl. Carefully roll the cookies in the mixture while still hot, handling them gently. Transfer to a wire rack to cool before serving.
