How to Make It
Pulse first 4 ingredients in a food processor until finely ground.
Beat butter, sugar, and zest at medium speed with an electric mixer 1 minute. Add egg and egg yolk; beat 30 seconds. Scrape bowl; beat 30 seconds. Add flour mixture, beating until combined.
Shape dough into 2 (1/2-inch-thick) rectangles. Wrap each rectangle in plastic wrap, and chill 4 hours to 3 days.
Preheat oven to 350°. Generously flour both sides of dough; place on parchment paper. Roll each into a 14- x 10-inch rectangle. Cut each rectangle into 24 (2-inch) squares, rerolling scraps as needed. Chill on parchment paper 30 minutes.
Place cookies 1 inch apart on parchment paper-lined baking sheets. Cut centers out of half of cookies with a lightly floured 1 1/4-inch square cutter. (If desired, place dough centers on a parchment paper-lined baking sheet; chill 15 minutes, and bake as directed.)
Bake at 350° for 12 to 14 minutes or until edges are golden. Cool completely on parchment paper on a wire rack. Repeat with remaining cookies.
Sprinkle powdered sugar over hollow cookies. Spread about 1/4 tsp. jam onto each solid cookie; top with hollow cookies.