In a bowl mix flour, sugar and baking powder. Make a well in the centre; pour in lightly beaten egg, vegetable oil and vanilla extract. Mix with a spatula, then use clean hands to quickly form into a firm dough. Wrap in cling film and refrigerate for 1 hour.
Preheat the oven to 170 C / Gas 5. You will need 2 (16cm) heart shaped tins. Use these to cut out 2 parchment paper hearts. The easiest way to do this is by placing the tin in the middle of the sheet of parchment and tracing around the perimeter of the tin with a pen. Cut out 2 heart shapes.
Remove the pastry from the fridge and cut in half. Place one half on one of the parchment paper hearts – use the paper template to help you roll out a heart shape. Then lift the paper holding the pastry and place in tin which will cover the bottom and also come up the sides to form a rim. Trim the edges, if necessary and prick the bottom of the pastry with a fork. Cover with foil and place dry beans or pie weights on top. Repeat with the second heart.
Bake the pastry cases in preheated oven for 15 minutes; remove from oven and discard beans and foil. Place back in oven to cook for an additional 5 minutes.
Spoon marmalade evenly over the pastry cases. Cool at room temperature and serve.