Preheat oven to 350°F.
In a large bowl, beat the butter and sugar with an electric mixer for a few minutes, until fluffy. Add the egg and vanilla and beat for another minute.
Pulse the almonds in a food processor (or grind them with a mortar and pestle) until fairly finely ground. (If you don't have either, seal them in a ziplock baggie and bash them really well with whatever works.)
Add the flour, nuts, baking powder and salt and stir just until the dough comes together. Gather it into a ball, wrap in plastic and chill for an hour (or freeze for up to a few months). When you're ready to bake, scatter some flour over the countertop and let the dough sit on the countertop for 10 minutes or so, until it's more malleable. Roll about 1/4" thick and cut into whatever shapes you like with a cookie cutter. If you want a window, cut smaller shapes out of the middle of half of them. This is easier to do once they are on the cookie sheet.
Bake on an ungreased cookie sheet for 10 minutes, or until pale golden (depending on the size and shape of the cookies); transfer to a wire rack to cool. Spread the solid cookies with jam and top with a second cookie.