Preheat the oven to 350F. Line a baking sheet with a silicone baking mat and set aside.
In the bowl of a stand mixer fitted with the paddle attachment, combine the flour, ground almonds, sugar and baking soda.
Add the coconut oil, rum, agave and vanilla to the flour mixture. Beat on medium speed until the mixture resembles coarse crumbles. Stream in the almond milk and beat until the mixture comes together into a dough.
Roll 1 tablespoon of dough into a ball, flatten slightly and place on a cookie sheet. Press your thumb into the cookie to create a small indent. If the cookie cracks just press it back together. Repeat the process with the remaining cookie dough, placing cookies are at least 1 inch apart.
Bake the cookies for 7 minutes and remove from the oven. Add 1/2 teaspoon of jam to the center of each cookie in the indent. If the indent is not deep enough, press a new one in with the back of your teaspoon.
Return the cookies to the oven until the jam is glossy and the cookies are golden, 7 to 8 minutes more.
Allow the cookies to cool completely on the pans.