Beat butter, sugar and lemon zest until light and fluffy (about 3 minutes). Add egg yolk and vanilla and stir until just combined.
In a separate bowl, combine all your dry ingredients.
Add flour to your wet mixture and stir until just combined (do not over mix).
Divide dough in half and shape each half into a disc. Wrap and place in the fridge until cold + firm (about 1 hour).
Take one disc out at a time, give it 2 to 5 minutes to be soft enough to roll, and roll it out to ⅛” thick on parchment paper. Transfer to freezer for 5 minutes.
Cut cookies, and transfer them to a parchment-lined cookie sheet. If the dough is too soft, place it in the freezer for another few minutes before transferring the cookies).
In a 350°F oven, bake cut cookies for 12 to 15 minutes or until the edges just start to turn golden.
Allow to rest on pan for 5 minutes before transferring to a cooling rack.
Turn the cookies with the holes in them onto a cookie sheet and sift confectioners’ sugar over the top. Flip the remaining cookies flat side up and spoon ½ teaspoon of jam into the center, spreading it gently. Place sugar-dusted cookies on top.