Knead a dough from the butter, milk, vanilla, cinnamon, baking powder and flour. Leave covered with plastic wrap for 10-15 minutes. Roll out and cut out circles from the finished dough onto a floured surface.
In the middle of each, add marmalade or jam. Fold into crescents and press along the edges so the jam doesn't leak out during baking. Arrange in a baking dish on a baking sheet greased with oil.
Bake in a 356°F (180 °C) oven for 15-20 minutes, being careful not to burn them. Once finished, sprinkle with powdered sugar.