In a food processor or grinder; process the hazelnuts or almonds using short pulses until finely ground. Set aside. In a small bowl, whisk together flour and salt.
In a standing mixer with the paddle attachment on high speed, or with an electric mixer, beat butter until pale and fluffy. Add sugar and continue to beat until well combined. Beat in egg yolk, vanilla, and ground almonds.
Reduce speed to low. Add flour and salt mixture and beat until just combined. Turn out the dough on to a floured surface and divide into two portions. Wrap each portion in plastic wrap and refrigerate until chilled, at least one hour.
Preheat the oven to 350 degrees. Line 2 baking sheets with parchment paper or silicone baking mats.
Remove one portion of dough from the refrigerator (keep the other one chilled). Roll out between two pieces of parchment paper or wax paper to a thickness of 1/4-inch.
Using a cookie cutter 2 to 3 inches in diameter, cut out cookies. In half of the cookies, cut a hole in the center 1 to 1 1/2 inches in diameter and remove.
Repeat with remaining portion of dough and any remaining scraps. If the dough becomes soft or sticky, chill in the refrigerator for another 10 minutes. You should have about 24 cookies total, half with holes cut in the middle.
Carefully transfer the cookies to prepared baking sheets using an offset spatula. Bake about 12 minutes or until lightly golden around the edges and firm. Loosen the cookies on the baking sheets but do not remove until completely cooled.
To assemble the cookies, spread the bottom halves (no holes) with a thin layer of raspberry jam. Top with cut-out tops. Spoon more jam to fill the cut-out holes and dust with powdered sugar.