How to Make It
In a food processor, grind 1 cup of the pistachios until coarsely chopped; transfer to a plate.
Add the remaining 1 cup of pistachios to the processor along with 1/2 cup of the flour and pulse until the nuts are finely ground. Add the remaining 11/2 cups flour along with the sugar, baking powder, cinnamon and salt and pulse until combined. Add the butter and pulse until the mixture resembles a coarse meal. Add the egg yolks, vanilla and lemon zest and pulse until the dough begins to come together. Transfer the dough to a bowl and refrigerate until firm.
Preheat the oven to 350°. Line 2 baking sheets with parchment or wax paper. In a medium bowl, beat the egg whites until frothy. Roll scant tablespoons of the dough into 1-inch balls. Dip the balls in the beaten whites, then roll them in the chopped pistachios. Arrange the cookies 2 inches apart on the prepared baking sheets. With a floured finger, make an indentation in the center of each. Chill the cookies until firm.
Using a small spoon or a pastry bag fitted with a 1/4-inch tip, fill each cookie with 1/2 teaspoon of the jam. Bake the cookies in the lower half of the oven for about 25 minutes or until golden; shift the pans halfway through baking. Cool the cookies on the baking sheets.
Sift confectioners' sugar over the cookies. Using a moistened finger or soft brush, tap the center of each cookie so that the jam shines through the sugar.