Once they have cooled completely, pulse them in a food processor. After this mixture is finely ground, pulse in the flour, cinnamon, and salt. Set this aside.
In a large mixing bowl, beat the butter until it is creamy, then beat in the sugar until light and fluffy, approximately 2-3 minutes.
Beat in the egg and vanilla, making sure to scrape down the sides of the bowl so everything is mixed well.
Add the flour mixture into the butter mixture. Beat on low speed until just mixed. Do not over-mix.
Form the dough into two disks. Wrap each disk in plastic wrap and place it into the refrigerator. Allow to chill for at least two hours.
When ready to bake, preheat the oven to 350 degrees F.
Remove one disk from the refrigerator. Place it on a well-floured surface and allow to sit for 1 or 2 minutes prior to rolling. Roll it out to approximately ¼ inch thick. You will need to be generous with the flour to prevent sticking.
Use a 2 ½ inch 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, this will act as the window that allows you to see the jam. Roll scraps into a disk, wrap, and allow to chill. Then you can roll this out again to make more cookies.
Place the cookies on a baking sheet lined with parchment paper and bake for 12- 15 minutes. They should be just starting to turn golden on the edges.
Once the cookies are completely cooled, spread a heaping ½ teaspoon of jam onto the bottom side cookies.
Dust the top cookies 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 be covered in powdered sugar and will not show as well. Place the cookie with the cut-out on top of the jam cookie.