Cream the softened butter and granulated sugar until light and fluffy using a mixer.
Beat in the egg yolk, vanilla extract, and lemon zest until combined.
Whisk together flour, ground almonds, salt, and cinnamon in a separate bowl.
Gradually add the dry ingredients to the butter mixture and mix until a soft dough forms.
Divide the dough in half, flatten into disks, wrap in plastic, and chill at least 1 hour.
Preheat the oven to 350°F (175°C) and line baking sheets with parchment paper.
Roll chilled dough between sheets of parchment to 1/8 inch (3 mm) thickness.
Cut out whole rounds for bottoms and matching rounds with a small center cutout for the tops.
Arrange cookies on baking sheets and bake 8–12 minutes until edges are set but not browned.
Cool the cookies completely on racks; spread a thin layer of jam on whole rounds, sandwich with cutout tops, and dust with powdered sugar.