Cream together the butter and Splenda in a large bowl until light and fluffy.

Beat in the egg and vanilla extract.

Gradually add the self-rising flour, mixing until just combined.

Form the dough into a ball.

Wrap the dough in plastic wrap and chill in the refrigerator for at least 30 minutes.

Preheat the oven to 350 degrees F (175 degrees C).

Shape the chilled dough into 1-inch balls.

Place the dough balls onto a parchment-lined baking sheet.

Use your thumb or the back of a spoon to make a small indentation in the center of each cookie.

Bake for 8-10 minutes, or until the edges are lightly golden.

Remove from the oven and let cool completely on the baking sheet.

Fill each indentation with about 1/2 teaspoon of sugar-free jam or jelly.