The only thing that comes close to what you describe is a hamantaschen with a jam filling.
1 cup unsalted butter, room temperature
1 1/2 cups granulated sugar
2 teaspoons grated orange zest
2 tablespoons freshly squeezed orange juice
2 teaspoons pure vanilla extract
3 large eggs
4 cups all-purpose flour, sifted
4 teaspoons baking powder
1/2 teaspoon salt
In the bowl of a heavy-duty mixer fitted with the paddle attachment, cream together butter and sugar on medium speed until light in color and fluffy, 3 to 4 minutes. Add orange zest, orange juice, vanilla extract, and 2 eggs, one at a time, scraping down the sides of the bowl when necessary
Sift together flour, baking powder, and salt. With the mixer on low speed, slowly add to butter mixture until just combined. Divide dough into thirds. Wrap tightly in plastic, and refrigerate for at least 1 hour.
Heat oven to 350°. Remove one-third of the dough from the refrigerator at a time. On a liberally floured surface, roll dough to a 1/8-inch thickness. With a 3-inch fluted round cutter, cut out as many circles as possible, and place on a prepared baking pan. Chill until firm, about 30 minutes.
Remove chilled circles from refrigerator. Place each filling into a medium pastry bag fitted with a coupler. Pipe 2 teaspoons of jam into the center of each circle. Whisk together remaining egg with 1 teaspoon of water. Brush edges with egg wash. Fold in sides to form a triangle. Pinch dough to enclose the filling.
Bake the cookies in the center rack of the oven until golden, 12 to 15 minutes. Cool cookies on baking sheets for 5 minutes; then transfer to wire racks to cool completely.