Heat oven to 325ºF (160ºC). In a large bowl, either with a mixer or by hand, cream butter and sugar until light and fluffy. Add eggs and mix well. Add flour, salt and walnuts; mix on low speed until well incorporated.
Divide the dough in half. Flatten, wrap one half and freeze while you make the base from the other half.
Press the remaining half of dough evenly into a 9 x 13-inch (22.5 x 32.5 cm) pan lined with parchment paper. Bake on the middle rack of the oven for 15-20 minutes until lightly golden. Let cool on a rack.
Break the marzipan into small pieces and sprinkle over the crust. With lightly oiled fingers, press the marzipan evenly over surface. Dot with jam then spread it evenly over marzipan.
Remove dough from freezer and shred using the large holes on a grater. Sprinkle evenly over the filling. Do not press it down. Bake for 45 minutes to 1 hour or until golden brown. Cool on a wire rack.
While still warm, cut the pastry crosswise into 6 even sections and lengthwise into 8 even sections crosswise. Leave to cool in the pan for 2-3 hours or overnight. Store airtight between wax or parchment paper in a cool place for up to a week. Freeze for longer storage.