The day before you want to make these, put your jam or jelly in the freezer.
Adjust oven rack to the middle position and heat to 475 degrees F (245 degrees C). Line a baking sheet with parchment paper.
In food processor, pulse the flour, sugar, baking powder, baking soda, and salt to combine.
Distribute the butter evenly over the flour and pulse 1 full second at a time until the mixture resembles gravel. Add the peanut butter and pulse a few more times to combine.
Transfer this mixture to a bowl and dump in the yogurt. Stir until just combined. It's okay if it's not 100% incorporated but be careful not to over-mix the batter as doing so will make the biscuits tough.
Working quickly, divide the dough into 4 even pieces. Using well floured hands, grab about 1/3 of one piece of dough and form a round patty with an indentation in the center. Use a round metal teaspoon or melon baller to scoop a sphere of frozen jam, like you would a scoop of ice cream. Place it in the indentation and then enclose the scoop of jam with the rest of that piece of dough. Repeat with the other pieces of dough.
Bake for 4-5 minutes and then turn down the heat to 400 degrees F (200 C) and bake until the biscuits are golden brown (about another 7-10 minutes). Remove from the oven and cool on a wire rack.