Preheat the oven to 350 degrees F (175 degrees C). Line a 12-cup muffin tin with paper liners.
Cream shortening and sugar together in a bowl. Add eggs, one at a time, scraping down the sides after each addition. Mix in vanilla.
Sift coconut flour, cacao powder, salt, and baking powder together in a bowl. Gradually add to the wet ingredients on low speed. Once incorporated, turn mixer to medium-high and beat until airy, about 1 minute.
Use an ice cream scoop to fill the prepared muffin cups 3/4 full with batter.
Bake in the preheated oven for 10 minutes. Rotate the pan, and cook until a toothpick inserted into the center comes out clean, 8 to 10 minutes more.
Cool on a wire rack for 5 minutes. Remove from the pan and let cool completely, about 25 minutes.
Meanwhile, whip jam in a small bowl until smooth and transfer to a piping bag. Insert the nozzle into the top of a cupcake and gently squeeze to fill with jam. Repeat with all cupcakes.