Traditional fillings are poppy seed and prune, but apricot is my favorite. Apple butter, pineapple preserves, and cherry pie filling all work quite well.
Whisk baking powder, salt, and 4 cups flour in a medium bowl. Using an electric mixer on medium-high speed, beat butter and sugar in a large bowl until pale and fluffy, about 5 minutes. Add 2 eggs one at a time, beating to combine after each addition and scraping down sides of bowl. Reduce speed to low and gradually add dry ingredients mix until dough comes together. Divide dough in half and form into two ¾"-thick disks. Cover and chill at least 2 hours.
Place racks in lower and upper thirds of oven preheat to 350°. Let 1 disk of dough sit at room temperature until softened slightly, about 30 minutes.
Roll out dough on a very lightly floured surface to about ¼" thick, dusting with flour as needed (use as little flour as possible). Cut out 3 1/2" rounds with cutter and, using an offset spatula or bench scraper, transfer to 2 parchment-lined baking sheets. Gather up scraps, reroll, and cut out additional rounds.
Lightly beat remaining egg in a small bowl to blend. Working a few at a time, brush edge of rounds with egg, then place 1 1/2 tsp. filling in center. Fold sides up to make a triangle, pinching points gently to seal and leaving about 1" surface of filling exposed. Brush sides of folded dough with egg.
Bake cookies at 350°F, rotating baking sheets halfway through, until bottoms are golden brown, for about 10-15 minutes, until golden brown but before the filling boils over! Let cool on baking sheets if you have baked on parchment paper or silpat.