Place butter in the bowl of a stand mixer fitted with the paddle attachment and mix on medium speed until creamy. Add 3/4 cup confectioner’s sugar and beat until fluffy. Scrape bowl and add egg yolk, vanilla, and orange zest. Mix until combined.
In a large bowl, sift together cake flour, kosher salt, and cinnamon. Stir in almond flour. Add the dry ingredients to the butter mixture in 3 additions, mixing on medium low until just combined. Scrape the bowl before each new addition.
Divide dough into 4 portions and wrap each in plastic wrap, flattening into discs. Refrigerate for 30 minutes.
Roll each disc of dough between 2 pieces of wax paper to 1/8-inch thick. Stack rolled dough rounds and refrigerate for an additional 20-30 minutes, until firm.
Preheat oven to 350 degrees F with rack in the middle position. Line a baking sheet with parchment paper.
Working with 1 chilled dough round at a time, remove the wax paper and use a 2-3/8 to 2-1/2-inch round fluted cookie cutter to shape the cookies. Transfer to prepared baking sheet, about 1-inch apart.
Use a small holiday cookie cutter (or any shape you’d like) to cut a design in the centers of half of the cookies. (I like to do this while they’re on the baking pan, so I don’t have to move them again before baking.) Re-roll and cut the scraps as above, chilling the dough as needed if it gets too warm to cut cleanly.
Bake for 10-15 minutes, until just lightly golden around the edges. Let the cookies cool on the pan for 5 minutes, then use a thin spatula to carefully transfer them to wire racks to cool completely.
Repeat the process with the remaining rounds of chilled dough, using cooled baking sheets for each. If rolling and cutting cookies while another batch is baking, place the baking sheet with the cut dough in the refrigerator until ready to bake.
To assemble, dust the tops of the cookies that have cutouts with confectioner’s sugar. Spread about 1 teaspoon of jam onto the backs of the whole cookies (so the pretty side of the cookie will show) and top with a sugar-dusted cutout.
Store assembled cookies, tightly covered, at room temperature for 3 days. Or, store the cookies, unassembled, for up to 5 days and dust and fill when ready to serve.
You can purchase Linzer cutout sets at many craft and baking supply stores, or use any small cookie cutters you like for the centers.*For extra flavor, I often like to toast the almond flour for this recipe. Place the almond flour in a dry skillet and toast over medium heat, stirring, just until lightly golden and fragrant (about 3-4 minutes). Be sure to cool the toasted almond flour completely before using it in the recipe.