Beat butter, sugar, and lemon zest on high speed until light and fluffy, about 3 minutes. Add egg yolk and vanilla, and beat until well combined, another 2 minutes. Add salt and almond flour; beat on low just until combined. Add all-purpose flour; beat on low just until combined. Dough will be soft and sticky.
Using the spatula, transfer the soft, sticky dough to a gallon-size ziploc bag. Put the bag on a flat surface. Leaving the top open, roll the dough into a ¼-inch thick rectangle that completely fills the bag. As you roll, turn the bag occasionally and lift the plastic from the dough so that it doesn't cause creases. Seal the bag, and freeze the dough for at least 2 hours, or for up to 2 days.
Preheat the oven to 350° F. Line baking sheets with parchment or silicone mats.
Put the ziploc bag on a cutting board and carefully cut open. Turn the firm dough onto a well floured parchment lined board or counter; discard bag.
Using a 2-1/2 inch round cookie cutter, cut out cookies. Cut out center of half of the cookies. Transfer to parchment lined baking sheet, leaving 2-inches between cookies. Refrigerate for 30 minutes. While cookies are chilling, cut rounds from remaining dough.
Bake cookies at 350° F for 10 to 12 minutes, or until edges are just beginning to turn brown. Let cookies cool for 5 minutes on the pan, then transfer to a wire rack to cool completely.
To finish the cookies, place cookies with holes in them on cookie sheet and sift confectioners' sugar over the top. Turn remaining cookies flat side up and spoon 1/2 teaspoon of jam into center, spreading it slightly. Top with sugar-dusted cookie.
Yield: 20 Linzer Cookies.