In a large bowl, cream together the butter and sugar until smooth. Beat in the eggs one at a time, then stir in the orange juice and vanilla. Mix in the baking powder, then gradually stir in the flour until the dough forms a ball.
Cover and refrigerate at least 2 hours. I like to do mine overnight.
Preheat the oven to 375 degrees F. Grease cookie sheets.
On a lightly floured surface, roll the dough out to 1/4 inch thickness. Cut into 3 inch circles using a cookie cutter or drinking glass. Place circles on the prepared cookie sheets. Spoon 1 teaspoon of filling onto the center of each circle. (Any more and it will ooze out). Pinch the sides of each circle to form a triangle, covering as much of the filling as possible.
The cookies may be frozen on the cookie sheets if desired to help retain their shape while cooking.
Bake for 8 to 10 minutes in the preheated oven, until light golden brown. These are best undercooked slightly. Cool on the baking sheet for a few minutes before removing to wire racks to cool completely.