Preheat the oven to 350° F and line two cookie sheets with parchment paper. In a small bowl, whisk together the flour and salt. Set aside.
In a large bowl, cream the butter and powdered sugar until the mixture is fluffy and pale yellow. Add the vanilla extract and lemon zest until it's thoroughly mixed. Then, add the flour a cup at a time, until you have a crumbly dough that's starting to come together.
Turn the dough onto a pastry or cutting board. Press the dough together with clean hands until you have a smooth ball of dough. Cut the dough into two, and flatten each portion into a 1/2'' disc. Wrap with plastic/beeswax wrap, and freeze for about 15 minutes. Alternatively, refrigerate until you're ready to use the dough. (**The chilling part is not necessary, I just think it makes rolling the dough easier**).
On a lightly floured surface, roll each disc of dough until it's 1/4'' thick. Cut out an even number of 3'' circles with a cookie cutter. Use a small cookie cutter to cut out a shape from half of the cookies. Place the cookies 1'' apart on the prepared sheets, and bake for 10-12 minutes, until the bottoms and edges are lightly browned. (You may have to bake the cookies in batches). Let cool for about 5 minutes on the pan, and then move the cookies to a wire rack to completely cool.
Once the cookies are cooled, spread about 1 teaspoon of jam onto the bottom cookies, and then sandwich the cut-out cookies on top. Dust with powdered sugar, and store in an airtight container for up to a week.