In a bowl, beat the butter and sugar together until fluffy.
Beat in the egg.
Add the zest and lime juice and mix until well incorporated.
In a separate bowl, combine the flour and baking soda.
Add the dry ingredients to the wet a little at a time, and slowly fold in just until a dough comes together.
When ready, cover the bowl with clingfilm and place in the fridge for at least one hour.
Pre-heat the oven to 175℃ (350℉) and line a large baking tray with paper.
Roll the dough into around ten balls of fairly equal size.
Pour some sugar and powdered sugar into two separate bowls.
One at a time, take your dough balls and first roll in the granulated sugar.
Then, roll the balls in the powdered sugar, making sure they have a really good coverage.
Place on the baking tray and bake for around 12-15 minutes, just until the edges have set.
When ready, remove from the oven and carefully, using a teaspoon measurer (or the back of a small spoon), very carefully push down into the still hot and soft cookies to create a hole.
Allow the cookies to cool completely.
When ready, carefully spoon the blueberry jam into the holes (be careful not to overfill).
Any leftover cookies can be covered and popped into the freezer (either with or without the filling). Enjoy!