Preheat oven to 350.
Combine the butter, almond flour, coconut flour, sweetener, gelatin, and vanilla in the food processor and pulse until it comes together in a ball of dough. Divide into 28 balls and roll each in the coconut. Put on a parchment-lined lined baking sheet and press down making a little well with your thumbs.
Bake for 14-17 minutes or until lightly browned around the edges. Use a small upside down measuring spoon to press down the center of each cookie. Put ½ tsp of jam into the well of each cookie. Cool completely. Store in the fridge.
