Sieve the flour on a baking board and distribute the butter in flakes on top. Put the egg yolks, sugar, vanilla sugar, lemon zest and nuts in the middle and knead all the ingredients to make a shortcrust pastry. Wrap the dough in aluminum foil and let it rest for 2 hours in the refrigerator.
Preheat the oven to 200 degrees. Roll out the dough thinly in portions on a floured surface and place the cookies and rings on a baking sheet and bake on the middle rack for 10 minutes until they are golden yellow.
Carefully lift the cookies off the baking sheet with a knife and let cool on a rack. Mix the jam with lemon juice. Dust the rings with the powdered sugar.
Spread the jam on the round biscuits and place a ring on each biscuit.