In a bowl, combine the flour, powdered sugar, cinnamon, cocoa, almonds and lemon zest. Stir in the butter in pieces and sand the dough between your hands. Add the egg and work into a smooth dough, wrap in cling film and chill for at least 1 hour.
Preheat oven to 180°C (electric oven). Roll out the dough on a lightly floured work surface (or a sheet of baking paper) and cut out shapes with a cookie cutter (remember to cut out as many solid shortbread shapes as patterned ones). Recover the scraps and cut the dough until you've used up all the dough.
Bake each batch for approx. 8-9 min. Let cool.
Assemble full and hollow shortbread with jam. Sprinkle with powdered sugar.
Notes
You can also brush them, before cooking, with egg yolk mixed with a little milk to brown them