Mascarpone, the super-rich Italian cream cheese, makes these preserve-filled cookies tender and flaky. Trim the cookie tops with Christmas sprinkles.
Prepare and bake the cookies as directed; cool (do not ice or fill). Place cookies in layers separated by waxed paper in an airtight container. Store at room temperature for up to 3 days or freeze for up to 3 months. Thaw frozen cookies, covered, at room temperature. Spread with glaze, decorate, and fill as directed. If desired, store cookies in an airtight container for up to 24 hours.