In a medium bowl, combine flour, almond flour, and salt.

In a large bowl, cream butter and sugar until light and fluffy. Add lemon zest, egg yolk, and vanilla, Beat on high until combined. Switch mixer to low speed and add flour mixture until just combined.

Turn dough onto a lightly floured work surface. Split dough in half. Roll out each half to 1/4 inch. Stack halves on top of each other with waxed paper in between. Cover with plastic wrap or place in plastic bag or container. Refrigerate for 1 hour.

Remove dough from fridge. Cut into circle shapes with scalloped edges. Cut another small hole in half of the cutout cookies. Place the cut dough in the fridge for another half hour.

Preheat oven to 350 F. Place cookies on a parchment or silicone lined baking sheet. Bake for 8-10 minutes. Let cool on pan for 5 minutes and then transfer to a wire rack.

When cookies are cooled, place a dollop of jam onto the underside of the cookies without holes in the center. Lay out the cookie with holes side by side. Using a sifter, sift some powdered sugar over them. Then sandwich the donut hole cookies with the non-hole cookies.