In a large mixing bowl, combine the flour, sugar, salt, and baking powder. Mix well to combine.
In a separate bowl, whisk together the sourdough discard, warmed milk, softened butter, egg, and vanilla extract until smooth.
Gradually add the wet ingredients to the dry ingredients, stirring until a soft dough forms.
Knead the dough on a lightly floured surface for about 5 minutes until it is smooth and elastic.
Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until doubled in size.
Preheat the oven to 375°F (190°C). Line a baking sheet with parchment paper.
Once the dough has risen, punch it down and roll it out on a floured surface to about 1/2 inch thick.
Cut out circles using a 3-inch round cutter and place them on the prepared baking sheet.
Make a small indentation in the center of each circle and fill it with about 1 tablespoon of fruit preserves.
Cover the kolaches with a towel and let them rise for another 30 minutes.
Brush the tops with the beaten egg for a golden finish.
Bake in the preheated oven for 15-20 minutes, or until golden brown.
Allow to cool slightly before serving.