Preheat your oven to 350°F (175°C).
In a large mixing bowl, cream together the softened butter and granulated sugar until light and fluffy.
Add the vanilla extract and mix well.
In a separate bowl, whisk together the flour, ground nuts, salt, and cinnamon.
Gradually add the dry mixture to the butter mixture, mixing until a dough forms.
Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.
On a floured surface, roll out the dough to about 1/8 inch thick.
Use cookie cutters to cut out shapes, creating a hole in the center of half of the cookies.
Place the cookies on a lined baking sheet and bake for 12-15 minutes until lightly golden.
Let the cookies cool completely on a wire rack before assembling.
Spread jam on the bottom of the solid cookies and sandwich with the cut-out cookies.
Dust with powdered sugar before serving.