In a bowl, whisk together the flour, cinnamon, and salt.
In the bowl of your electric mixer, beat the butter and granulated sugar until light and fluffy (approximately 3 minutes). Mix in the vanilla, egg yolks, lemon zest, and almonds. Add the flour mixture, beating until just incorporated. Divide the dough in half and shape into two rectangles about ½ inch thick. Wrap the two rectangles in plastic wrap and refrigerate until firm (at least one hour and up to several days).
Preheat oven to 350 degrees. Line baking sheets with parchment. On a lightly floured surface roll out chilled cookie dough until it is about ¼ inch thick. Using a 2 to 3 inch cookie cutter (round, square, heart, etc.) cut out the dough. Place the cookies about 1 inch apart on the prepared baking sheet. Use a smaller shaped cookie cutter (¾ - 1 inch) to cut out the centers of half of the cookies on the baking sheet. (You will be sandwiching two cookies together and there will be a small 'window or cut out' in the top cookie so you can see the jam underneath.) Repeat until all the dough has been used.
Bake the cookies for 12-14 minutes or until they are very lightly browned. Remove from oven and place on a wire rack to cool.
While the cookies are cooling place the raspberry jam in a small saucepan and heat gently until it has thickened slightly. Strain if there are any lumps in the jam. Let cool.
To Assemble Cookies:
Place the cookies with the cut-outs on a wire rack and lightly dust the tops with the confectioners' sugar.
On the bottom surface of the full cookie (top of cookie will face out) spread with about a ¼ - ½ teaspoon of jam. Place the cut-out cookie on top and gently sandwich them together. Using a small spoon, fill the cut-out with a little more jam.
Makes about 20 - 2-inch sandwiched cookies.
Notes
You can store the unassembled cookies in the refrigerator for several days in an airtight container. It is best, though, to assemble the cookies the same day as serving in order to keep the cookies crisp.