Whisk together flour, baking powder, confectioners' sugar, salt, and ground cinnamon in a large bowl. Cream butter and granulated sugar in a stand mixer until fluffy, about 3-5 minutes. Add vanilla extract and egg, mixing until well combined. Gradually incorporate flour mixture until a soft dough forms.

Shape the dough into two disks, wrap in plastic wrap, and refrigerate for at least 2 hours or up to 24 hours.

Preheat oven to 375°F. Roll out one disk of dough to about 1/4-inch thickness. Use a fluted cookie cutter to cut shapes, then a smaller cutter to cut centers of half the cookies. Place cut-out cookies on a baking sheet.

Bake for 8-10 minutes until pale golden. Allow cooling on the baking sheet for a few minutes, then transfer to a wire rack.

Warm raspberry jam in a small saucepan over low heat, stirring frequently, for about 5-7 minutes until thickened. Let cool.

Dust cut-out cookies with confectioners' sugar. Spread cooled jam on uncut cookies and sandwich with the sugar-dusted tops.