Preheat the oven to 350°F and spread the raw nuts (blanched or unblanched) on a baking sheet. Toast them on the middle rack for 10 minutes.
Allow the nuts to cool completely, them pulse them in a food processor until finely ground.
Add in the flour, cinnamon, and salt and pulse to combine. Set aside.
In a large mixing bowl or stand mixer fitted with a paddle attachment, beat the butter until creamy. Then cream together butter and sugar until light and fluffy, about 2 minutes.
Beat in the egg and vanilla extract and scrape down the sides of the bowl and mix again.
Add the nut and flour mixture into the butter mixture and beat at low speed just until mixed. Do not overmix.
Form the dough into two discs and wrap each disc in plastic wrap. Place them in the refrigerator to chill for at least 2 hours.
When ready to bake, preheat the oven to 350°F and line a cookie sheet with parchment paper and set aside.
Remove one disc at a time from the refrigerator and unwrap on a well-floured surface. Allow it to sit for a few minutes before rolling it out with a floured rolling pin. Roll it out to about ¼-inch thick. You will need to be generous with the flour.
Use a 2½-inch round cookie cutter to cut out as many cookies from this dough as you are able to. Use a smaller cookie cutter to cut out a shape from the middle of half of the cookies, like a little window. Combine the scraps into a disc then roll the dough out again to make more cookies.
Place the cookies on the prepared baking sheet and bake for 12 to 15 minutes. They should be just starting to turn golden on the edges.
Remove the cookies from the oven and allow them to cool slightly before transferring them to a wire cooling rack to cool completely.
Once the cookies are completely cooled, spread a heaping ½ teaspoon of jam onto the bottom side cookies.
Dust the top cookies (the ones with the cutouts) with powdered sugar. Make sure to dust the top cookies with powdered sugar before placing them on the jam cookies otherwise the jam center will not show as well. Place the cookie with the cutout on top of the jam cookie.