Using an electric mixer on low-medium speed, cream butter and sugar until fluffy. Add the egg and beat well.
Mix in the orange juice and vanilla and continue to blend on low-medium speed.
Then add in flour, baking soda, and salt. Blend well so dough is uniform.
Wrap dough in wax paper and place in a plastic bag to chill for at least an hour. It can stay in the refrigerator for a couple of days.
When ready to roll out cookies, preheat oven to 350 degrees F.
On a floured surface, roll out sections of dough to approximately 1/8” thick. Use a circular cookie cutter (or a large glass) to cut out circles, approximately 3” in diameter.
Place about 1-2 tsp of filling in the center of circle. Avoid too much filling or it will leak onto the cookie sheet while baking. Pinch or fold the sides to make a triangle. Be sure seams are closed tightly so they do not open when baked.
Bake on UNgreased cookie sheet approximately 10 minutes. Cool before serving.