Cream butter with granulated and powdered sugars until pale and fluffy, about 2 minutes.
Beat in egg yolk, vanilla, and lemon zest until smooth.
Whisk flour, almond flour, cinnamon, and salt in a separate bowl.
Add dry ingredients to the butter mixture and mix just until a soft dough forms.
Divide dough in half, flatten into discs, wrap, and chill until firm, about 30 minutes.
Preheat oven to 350°F and line two baking sheets with parchment.
Roll one disc between parchment to 1/8 inch thick. Cut rounds; cut a small center from half the cookies.
Arrange on sheets and bake until edges are lightly golden, 10–12 minutes. Cool completely on racks.
Dust the cutout tops with powdered sugar.
Warm jam slightly and stir smooth. Spread a thin layer on solid cookies and cap with dusted tops.