In a large bowl, whisk together the flour, ground chestnut, baking powder, and salt.
Add the powdered sugar, vanilla sugar, and cold, cubed butter. Using your fingertips or a pastry blender, cut the butter into the dry ingredients until the mixture resembles coarse crumbs.
Mix in the egg yolks and orange zest. Quickly bring the dough together to form a smooth ball, adding 1-2 tablespoons of cold water if needed.
Wrap the dough in plastic wrap and refrigerate for at least 30 minutes to make it easier to handle.
On a lightly floured surface, roll out the chilled dough to a thickness of about 3-4 mm (approximately 1/8 inch). Use a linzer cookie cutter to cut out circles.
Cut out the centers of half of the circles with a smaller cookie cutter to create the classic linzer "window."
Place the cookies on a baking sheet lined with parchment paper and bake in a preheated oven at 350°F (180°C) for 10-12 minutes, or until lightly golden brown.
Remove from the oven and let the cookies cool completely. Spread the bottom side of the solid cookies with orange marmalade.
Place the cookies with the cut-out centers on top of the marmalade-covered cookies and gently press them together.
Dust the finished linzer cookies with powdered sugar. Allow them to rest for at least a few hours before serving to allow the flavors to meld.
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