In a large bowl, whisk together the flour, ground walnuts, powdered sugar, vanilla sugar, lemon zest, and baking powder. TIP: Sift the flour and powdered sugar for a lighter dough.
Add the butter and egg yolks, and knead until a smooth dough forms. TIP: If the dough is too dry, add one tablespoon of cold water.
Shape the dough into a disc, wrap it in plastic wrap, and refrigerate for 30 minutes.
Preheat oven to 350°F (180°C) and line a baking sheet with parchment paper.
Roll out the dough to about 5 mm thick and cut out circles. Cut out the center of every other circle with a smaller cookie cutter. TIP: Flour the cookie cutter to prevent the dough from sticking.
Place the cookies on the prepared baking sheet and bake for 10-12 minutes, or until lightly golden. TIP: Do not overbake; they will firm up as they cool.
Let the Linzer cookies cool completely. Spread jam on the bottom cookies and top with the cut-out cookies. TIP: Use a thick jam to prevent it from running out.
Dust the tops with powdered sugar and serve. TIP: Store in an airtight container to keep them fresh for longer.
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