Preheat oven to 325°F (162°C). Spread nut flour into a thin layer on a cookie sheet and roast for 15 minutes, giving it a good stir halfway through.
With a stand mixer or electric hand beater, beat shortening, 2/3 cup powdered sugar, and xanthan gum until well mixed. Add eggs and vanilla, mixing until well incorporated.
Add gluten free flour mix, sweet rice flour, nut flour, cinnamon, and salt. Beat until you've got a smooth dough. Roll dough out between two pieces of parchment until it is 1/2-inch thick and refrigerate for 1 hour.
Remove dough from fridge and cut with cookie cutters. Remove the excess dough from between the cookies and cut the parchment around the cookies with a pair of scissors. Gently move the cookies with their attached parchment to a cookie sheet. Use a smaller cookie cutter to cut out the centers of half of the cookies on the baking sheet – you will be sandwiching two cookies together and there will be a small cut out in the top cookie so you can see the jam underneath. Gently remove the inner shape with the tip of a small knife to keep from damaging the outer cookie.
Place the baking sheet in the refrigerator to keep the cookies chilled. Repeat until you've used up all the dough.
Once all the dough has been cut with cookie cutters and the shapes are arranged on a baking sheet, place the baking sheets in the refrigerator for 30 minutes. Preheat the oven to 325°F (162°C) while they are chilling.
Bake cookies for 14 minutes, until they are very lightly golden. Remove from oven and allow to cool on pan for 5 minutes before moving the cookies, with their attached piece of parchment, to a cooling rack. Allow to cool fully.
Assembling the Linzer cookies, just before serving:
In a small saucepan, heat jam over a low heat to thicken it a bit. Remove any lumps from the jam and allow to cool.
Place the cookies with the cutouts in the middle onto a wire rack and sprinkle generously with powdered sugar.
Scoop a 1/2 teaspoon of jam onto the each of the cookies that does not have a cutout in the middle. Gently spread the jam around to the outer edges of the cookie and place the cut out cookie on top, gently sandwiching them together and making sure not to smudge the powdered sugar. Using a small spoon, dab a little more jam into the cut out “window.”
*To make your own hazelnut flour:
Making your own hazelnut flour is easy. Just pulse the nuts a few times in the food processor until you've got a fine powder. Be careful of grinding too much or you will end up with nut butter!
Nutritional analysis is based on using Bob's Red Mill G-F Baking Flour, it is used only for nutritional calculations. The analysis also excludes the jam for filling the cookies.