Adapted from Epicurious.com.
Pulse the almonds with the granulated sugar in a food processor until finely ground. Set aside.
Sift together the flour, cornstarch, salt, and cinnamon. Set aside.
In a large bowl with an electric mixer, cream the butter with the confectioner's sugar and lemon zest. Add the egg and egg yolk and mix until combined. Then add the ground almonds and flour mixture, mixing until just combined.
Divide the dough in half and wrap each half in plastic wrap, pressing it into a disk. Refrigerate the disks, wrapped in plastic wrap, for at least 3 hours, or up to 3 days.
Preheat the oven to 325 degrees F.
Remove one of the disks from the refrigerator, and roll it out between sheets of wax paper or parchment, or pieces of plastic wrap, to a 1/8 inch thickness. Transfer the rolled out dough to a baking sheet and place in the freezer for 10-12 minutes.
Remove the rolled out dough from the freezer and use a 2 inch to 3 1/2 inch heart-shaped or round cookie cutter to cut out cookies from the dough. For half of the cookies, use a smaller heart-shaped or round cookie cutter to cut and lift out the centers of the cookies. (These will form the tops of the cookies). Re-roll the scraps and return to the rolled out dough to the freezer. Place the cookie bottoms and tops on a parchment-covered baking sheet, spaced 1/2 inch apart. Place the baking sheet in the refrigerator if it is not full yet. Repeat the rolling, freezing, cutting, re-rolling, and freezing process with the remaining dough, adding cookies to the sheet in the refrigerator as you go. (You will eventually need a second baking sheet, or will need to roll and cut the second batch of cookies after the first batch comes out of the oven.)
When the first baking sheet is full, transfer it to the oven and bake the cookies for 12 to 15 minutes, until the edges are just beginning to turn golden brown. Remove from oven and allow the cookies to cool on the baking sheet for 5 minutes, then use a metal or silicone spatula to transfer the cookies to a cooling rack. Repeat with the second sheet of cookies.
Allow cookies to cool completely. When cool, place about a teaspoon of jam on each cookie bottom, then top with the cut-out pieces. After each cookie is sandwiched together, you can spoon a bit more jam in the center if it looks under-filled.
Serve the same day, or refrigerate for up to 4 days in a covered container between layers of wax paper.