Beat butter with sugar and lemon peel until well blended.
Beat in egg whites, milk, and vanilla.
Beat in baking powder.
Add flour and stir until batter is evenly moistened.
Drop batter in 2-tablespoon portions about 3 inches apart on nonstick baking sheets.
Onto the center of each cookie, spoon 1/4 teaspoon jam.
Bake in a 350° oven until cookies are pale brown on top and golden on bottom, 13 to 15 minutes. Transfer to racks to cool. Serve warm or cool.