In small bowl, combine flour, almonds, and cinnamon; set aside.
In large bowl, beat together the butter and sugar with an electric mixer until light and fluffy. Add egg and vanilla; mix well. Add flour mixture; mix only until incorporated. Divide dough onto 2 pieces; press into small disks, about 1 inch thick. Wrap separately in plastic wrap and refrigerate 2 hours or until firm enough to roll.
Preheat oven to 175°C. On a floured surface, roll out one disc of dough 1/8 inch thick (keep remaining dough chilled). Cut half of the dough using a round cutter (this will be the bottom cookie) With half of the cookies cut a smaller shape in the middle of the cookie (this will be the top cookie) Transfer to parchment paper lined baking sheets. Dough scraps can be formed into a disk, chilled for at least 30 minutes and re-rolled. Always make sure dough is firm and chilled before cutting or else they will lose shape in the oven.
Bake for 10-12 mins or until light golden brown. Let cool on the cookie sheet for about 2 minutes; remove from sheet and cool completely.
Spread about a teaspoon of jam onto the bottom of the cookie and sandwich with a top cookie (one with centre cut out). Then finish off by dusting cookies with icing sugar.