1. Measure the flour, confectioners’ sugar, baking powder, salt, and lemon zest in the work bowl of a food processor and pulse to combine. Distribute the butter inside the bowl and pulse to incorporate it, taking care not to overprocess. In a separate small bowl, whisk the egg and yolk with the vanilla and pour it into the food processor through the feed tube. Pulse until the mixture begins to clump together.
2. Turn the dough out onto a clean surface, gather the clumps together, and pat them into a disk. Cover tightly with reusable wrap or plastic wrap and refrigerate until thoroughly chilled, at least 2 hours and preferably overnight.
3. Remove the dough from the refrigerator. Preheat the oven to 350° F (180° C). Line two rimmed cookie sheets with parchment.
4. Roll the dough out on a lightly floured surface to a little less than 1/4 inch thick (4 to 5 mm). Using a fluted round 1 1/2- to 2-inch (4-to 5-cm) cookie cutter, cut out as many circles as possible. With a 3/4-inch (2-cm) cutter, cut a hole in the center of half the rounds. If you don’t have a tiny cutter, use a round object from your kitchen, such as a zucchini corer. Arrange the circles onto the cookie sheets. Gather up the scraps of dough, including the leftover punched-out circles, knead briefly to bring them together, then roll out and cut out more. You should end up with forty 2-inch (5 cm) cookie halves or sixty 1 1/2-inch (4-cm) cookie halves.
5. Chill the unbaked cookies for 30 minutes in the refrigerator or 10 minutes in the freezer. If you don’t have space for both sheets, chill one first, then chill the second while the first batch is baking.
6. Bake, one sheet at a time, in the middle of the oven for 18 to 20 minutes, until very lightly browned (begin checking at 16 minutes). Transfer the sheets to wire racks and let the cookies cool on the baking sheets for 10 minutes; then transfer them to the wire racks to cool completely.
7. To finish, dollop each cookie bottom (the one with no hole) with about 1/2 teaspoon of jam (or other spread), spreading it slightly but not all the way to the edge.
8. On a separate parchment-lined baking sheet, shower all the top cookies—the ones with a “bull’s-eye”—with confectioners’ sugar. Sandwich them on top of the filled cookies. Store the cookies in a tightly lidded container, separating the layers with parchment or waxed paper, for up to 1 week.

– Excerpted from Italian Cookies: Authentic Recipes and Sweet Stories from Every Region by Domenica Marchetti. Photos by Lauren Volo. Reprinted by permission of Gibbs Smith Books.