Pizzelles are a traditional Italian cookie that are flat, crisp and resemble a waffle. They are very pliable as soon as they come out of the pizzelle iron, making them easy to form into different shapes. In this recipe, the cookie is rolled into a tight cigar shape and filled with cherry jam for a deliciously crisp, sweet bite.
Bring the cherry jam to a simmer in a small saucepan over medium-high heat. Whisk the cornstarch and water in a small bowl to make a paste, then stir into the jam. Bring to a boil and cook, stirring, until slightly thickened, 1 to 2 minutes. Transfer to a bowl and let cool to room temperature.
Whisk the flour, baking powder, cinnamon and salt in a medium bowl. Whisk the eggs and granulated sugar in a large bowl, then add the vegetable oil, amaretto and almond extract and whisk until combined. Add half of the flour mixture to the egg mixture and whisk to combine. Add the remaining flour mixture and whisk until smooth; the mixture should look like thick pancake batter.
Heat a pizzelle iron to medium high and lightly brush with vegetable oil. Working one at a time, add 1 tablespoon batter to the center of the iron, then press and cook until golden brown, 45 seconds to 1 minute. Remove the cookie and immediately roll it around a chopstick to form a thin cylinder. Place seam-side down on a rack, then remove the chopstick. Repeat with the remaining batter. Let the cookies sit at room temperature until crisp, about 2 hours.
Transfer the jam to a piping bag or resealable plastic bag; snip off a corner. Pipe the jam into both ends of the cookies to fill the center. Dust with confectioners' sugar.