Prepare Dough

1. Preheat oven to 350° F.
2. Place the almonds on a baking sheet and bake about 8-10 minutes on middle rack, or until lightly browned and fragrant. Remove from oven. When cool, place in a food processor with 1/4 cup sugar, and process until finely ground.
3. In a separate bowl, whisk or sift together the flour, cinnamon, salt, and lemon zest.
4. In the bowl of your electric mixer (or with a hand mixer), beat the butter and remaining 1/2 cup sugar until light and fluffy (about 2-3 minutes).
5. Beat in the vanilla extract and egg yolks.
6. Finally, beat in the ground almonds and then the flour mixture.
7. Divide the dough in half, cover each half with plastic wrap, and refrigerate until firm (30-60 minutes, or up to two days).

 Bake Cookies

1. Preheat oven to 350° F. Line two baking sheets with parchment paper.
2. Remove one ball of dough from the refrigerator. On a lightly floured surface roll out the dough until it is about 1/4 inch thick. Using the larger cookie cutter, cut out the cookies.
3. Place the cookies about 1 inch apart on the prepared baking sheet. Use a smaller cookie cutter to cut out the centers of half of the cookies on the baking sheet. Reroll any scraps and cut out the remaining cookies. Repeat with the second ball of dough.
4. Bake the cookies for about 12 minutes or until lightly browned around the edges. Remove from oven and place on a wire rack to cool.

 Assemble Cookies: 

1. Place the cookies with the cut-outs on a baking sheet. Using a sieve, lightly dust the tops with icing sugar.
2. Spread a thin layer of jam on the bottom surface of the full cookies. Place the cut-out cookie on top and gently sandwich them together. Using a small spoon or a piping bag, fill the cut-out with a little more jam. Ta-dah! The masterpiece is done.