In a large bowl, combine the flour, powdered sugar, baking powder, and vanilla sugar.
Add the cold, cubed butter and rub it into the flour mixture until it resembles coarse crumbs.
Grate in the orange zest, add the orange juice and egg yolks, then quickly knead the dough together.
Mash the banana with a fork and add it to the dough, then mix until smooth.
Wrap the dough in plastic wrap and refrigerate for at least 30 minutes to make it easier to work with.
On a lightly floured surface, roll out the dough to about 3 mm thick, then cut out circle shapes using linzer cookie cutters. Cut out the center of half of the circles with a smaller cutter.
Place the linzer pieces on a baking sheet lined with parchment paper and bake in a preheated oven at 350°F (180°C) for 8-10 minutes, or until lightly golden brown.
Let the linzer cookies cool completely, then spread the whole circles with jam and top with the cut-out pieces.
Before serving, dust with powdered sugar.
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