Makes 24 cookies
1) To make the dough: In a large bowl, beat the butter, sugar, zest and cinnamon until fluffy, about 3 minutes, then beat in the egg yolk and vanilla until combined.
2) In a separate bowl, whisk together the flour, almond flour, and salt. Add the flour mixture to the egg mixture and mix until just combined. Be careful to not overwork the dough.
3) Divide the dough in half, and form each half into a disc. Wrap in plastic wrap, and refrigerate until firm, about 1 hour.
4) To assemble: On a lightly floured surface, roll one disc of dough out to about 1/4"-thick. Using a 2 1/2" round cookie cutter, cut out cookies. Transfer rounds to a Silpat or parchment-lined baking sheet. Gather the scrap dough, roll, and repeat. Place the cut cookies in the refrigerator for 30 minutes.
5) Preheat the oven to 350°F.
6) While the first half of cookies is chilling, cut rounds from the remaining dough. Once cookies are transferred to a baking sheet, use your smallest cookie cutter or the end of a round piping tip to make a window cutout in the center of each. Place cookies in the refrigerator for 30 mnutes to chill.
7) To bake: Bake all of the cookies for 8 to 10 minutes, or until the edges are just beginning to turn brown.
8) Let them cool for 5 minutes on the baking sheets, then transfer to a rack to cool completely.
9) To fill the cookies: Place the cookies with the holes in them on a cookie sheet and sift confectioners' sugar over the top. Turn the remaining cookies flat side up and spoon 1/2 teaspoon of jam into the center, spreading it slightly. Top with the sugar-dusted cookies.