Pie filling does work well. There is a great filling available from Baker’s Choice. It comes in Strawberry, raspberry and apricot. It does NOT leak! (even if your corners aren’t perfect. If you want to use jam or jelly, mix it with ground nuts.
For more info and tips check out this post:
http://www.theyeshivaworld.com/coffeeroom/topic/hamantaschen-recipes#post-40331