Add the red bell pepper, fresno or jalapeño and apple cider vinegar to a medium/large saucepan and use an immersion blender to break down some of the pepper pieces. This is optional, but recommended for ideal consistency.

Whisk in the pectin and turn the heat to medium high. Bring the mixture to a boil for one minute, then add in the sugar slowly, whisking as you pour to prevent clumping.

Continue to cook the mixture until it reaches 220˚F / 104.5˚C, stirring occasionally. Remove from heat and let cool for a few minutes.

Transfer the jelly into a jar or bowl, let it cool, then cover and refrigerate to cool completely. It will thicken as it cools.

To a medium mixing bowl, add the butter and sugar. Using a hand mixer, cream the butter and sugar until the mixture is light and fluffy, about 2 minutes.

Add the egg and continue mixing until the egg is evenly incorporated.

In a separate bowl, whisk together the flour, cornstarch, and kosher salt.

Pour the dry ingredients into the wet ingredients, and use the mixer or a spatula to combine them. The mixture should look dry, but pea-sized pieces of dough should start to form.

Add in the shredded cheddar cheese and 1 tablespoon of milk and use your hands or the mixer to work the cheese into the dough.

At this point, your dough may have come together or it may look a bit dry. Add more milk, one tablespoon at a time, until the dough is soft and workable, not dry and crumbly. The cheese should be mostly worked into the dough, but you should still seem some small pieces of cheese.

Cover and chill the dough in the refrigerator for 30 minutes.

Preheat your oven to 350˚F / 175˚C. Prepare a large rimmed baking sheet with a piece of parchment paper.

After your dough has chilled, use a tablespoon to scoop out heaping tablespoon-sized portions of dough. We weighed ours, and each was 30g, which yielded exactly 24 cookies.

Use your hands to shape the dough into a ball or hockey-puck shaped piece of dough about 1.5 inches in diameter. Place the dough down onto your prepared cookie sheet, and use a ½ teaspoon measuring spoon, or your thumb, to make an indent in the cookie. Repeat until the sheet pan is full (they don't spread much, so you can place them close together).

Bake for 20-25 minutes, until the bottoms are golden brown and the cheese starts to ooze out and brown.

Remove from the oven and immediately use the ½ teaspoon measuring spoon to reinforce the indentation in the center of each cookie.

Transfer to a cooling rack to cool completely. Fill each cookie with pepper jelly and enjoy!