Preheat the oven to 350 degrees F. Combine the sugar and cinnamon in a shallow dish. Dip each biscuit in the melted butter and roll into the cinnamon sugar. Place the coated biscuits on a parchment-lined baking sheet. Use your thumb or the bottom of a small tumbler to make an impression into each biscuit. Fill each indentation with about 2 teaspoons of jam. Bake until golden brown, 13 to 16 minutes. Serve warm.