Beat the butter in a standing electric mixer until fluffy. Add sugar and continue beating. Beat in the egg, lemon zest, and vanilla extract.

Whisk together the flour, ground nuts, baking powder, and cinnamon. Add to butter-sugar-egg mixture a third at a time, beating well after each addition.

Form the dough into disks, wrap with plastic wrap, and chill for 1 hour.

Roll out dough between two sheets of parchment paper to 1/8-inch thickness. Put rolled dough in the freezer for 5-10 minutes to firm up before cutting.

Preheat oven to 350°F.

Cut out the base cookie shapes. Cut out the centers of half the disks with a smaller cookie cutter shape. Re-roll scraps and repeat.

Bake for 12 minutes at 350°F or until edges turn golden. Cool on a wire rack.

Heat the jam or jelly and spread the solid disks with a layer of the hot preserves. Place the top layer cookie over the bottom, pressing down lightly.

Sprinkle with powdered sugar, then fill the holes with more preserves. Let set slightly before serving.