Whisk the flour, baking soda, and salt together in a medium bowl. Set aside.

In a large bowl using a hand mixer or a stand mixer fitted with a paddle attachment, beat the cream cheese on medium-high speed until completely smooth and creamy. Add the butter and beat until combined, scraping down the sides and up the bottom of the bowl as needed. Add granulated sugar and beat on medium-high speed until smooth and creamy, about 2 minutes. (Here’s a helpful tutorial if you need guidance on how to cream butter and sugar.) Add the egg, lemon zest, vanilla extract, and almond extract and beat on high speed until combined, about 1 minute. Scrape down the sides and up the bottom of the bowl and beat again as needed to combine.

Add the flour mixture to the wet ingredients and beat on low until combined. Dough will be very creamy, sticky, and soft. Cover and chill the dough for at least 3 hours (and up to 4 days) in the refrigerator.

Preheat oven to 350°F (177°C). Line large baking sheets with parchment paper or silicone baking mats.

Remove dough from the refrigerator and roll into balls, 1 Tablespoon of dough each. Dough gets sticky as you roll, so feel free to lightly dust your hands with all-purpose flour or confectioners’ sugar as you work. Roll each ball into sliced almonds. Arrange 3 inches apart on the baking sheets. Indent your thumb or the bottom end of a silicone spatula or wooden spoon into the center of each dough ball to make a crevice. Spoon a heaping 1/2 teaspoon jam/preserves into each indent. *These cookies do have the tendency to spread especially if the dough has been sitting out and handled long enough before baking. Placing the shaped thumbprints in the refrigerator for 10 minutes before baking helps. You can place the entire baking sheet in the refrigerator, then place in the oven to bake.*

Bake for 14-15 minutes or until lightly browned on the sides. The jam won’t look completely set, but will set as the cookies cool.

Remove from the oven. Allow cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.

Once cool, dust the cookies with confectioners’ sugar. Sugar usually melts into the jam centers, but remains on the cookie edges.

Cookies stay fresh covered at room temperature for 2 days or in the refrigerator for up to 1 week.