Add sugar and orange zest to a stand mixer bowl, use a hand whisk or your fingers to rub the mixture together to release the citrus oil. Add softened butter and beat with the paddle attachment until fluffy. Add egg yolk and vanilla extract, and beat until combined.
In a small mixing bowl, whisk together all-purpose flour, almond flour, salt, and cinnamon. Add flour mixture to the butter mixture and mix until just combined.
Scrape the dough out of the bowl onto a piece of plastic wrap, pat into a flat disc or rectangle, wrap well and refrigerate for at least 1 hour until firm.
On a lightly floured countertop, roll the dough to ¼” thick and cut with a 2” cookie cutter. Use a smaller cookie cutter to make a cutout in the center for half of the cookie dough. Gather the scraps and roll it back out again, continue cutting until all is gone. Place cookie dough on a parchment lined baking sheet about 1” apart. Refrigerate while waiting for the oven to preheat.
Preheat the oven to 350°F.
Bake for 10 - 12 minutes until the edges are just beginning to brown. Let them cool on the baking sheet for 5 - 10 minutes before moving them to a wire rack to cool completely.
Place the cookies with the center cutouts on a separate baking sheet and sift powdered sugar over the top.
Place the whole cookies on another baking sheet with the bottom side up, spoon 1 teaspoonful of jam filling on top, use a butter knife to spread it slightly. Place sugar-dusted cookies on top of the jam to complete assembly.