Sift the flour into a bowl and rub in the butter. Mix in the sugar and ground almond. Using a fork, mix in the egg until dough becomes stiff.
Knead dough on a lightly floured surface until smooth. Roll out dough into a thin layer and cut into 5cm rounds (alternatively, cut into rectangles). Re-roll trimmings and cut until you have 20 rounds. Place rounds on baking trays.
Bake for 12 minutes or until light brown. Cool on tray for 3 minutes before transferring to wire racks to cool completely.
Spread half of the cookies with a thin layer of jam. Sandwich together with remaining cookies. Dust with icing sugar.