To begin, preheat your oven to 180°C (160°C fan). Line two baking trays with parchment paper and set aside. Move to dough preparation.

In a large bowl, cream together softened butter and caster sugar until pale and fluffy. Add the egg yolk, vanilla sugar, and lemon zest, mixing until smooth. Transition to adding dry ingredients.

Fold in the ground walnuts, then gradually sift in the flour. Mix gently with a wooden spoon or by hand until a soft dough forms. Avoid overworking to keep the cookies tender. Proceed to chilling.

Wrap the dough in cling film and refrigerate for at least 1 hour. This resting time allows the dough to firm up and enhances flavour. Move to rolling and shaping.

On a lightly floured surface, roll out the chilled dough to about 5mm thick. Using a small round cutter (2–3 cm), cut out even shapes. Place them onto prepared trays, leaving slight gaps.

Bake for 10–12 minutes until the edges are just beginning to turn golden. They should remain pale in colour. Transfer to a wire rack to cool fully before assembling.

Warm the jam slightly in a small pan to loosen its texture. This makes spreading easier and prevents the cookies from breaking. Transition to assembling.

Spread a thin layer of jam onto the base of one cookie, then sandwich with another. Press gently to secure without cracking the biscuits. Continue until all are filled.

Generously dust the finished cookies with icing sugar. Serve on a festive tray or store in an airtight tin. Vanilice improve in flavour after a day as the jam melds with the biscuit.