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Mix the flour, 1 tsp cinnamon and the allspice in a large bowl until combined. Using your fingertips, rub in the butter until the mix resembles fine breadcrumbs. Add the almonds and caster sugar. Drizzle in the egg and mix with a cutlery knife until the dough comes together in large clumps. Using your hands, knead the dough in the bowl until it forms a tight, compact disc. If the dough is still very soft, chill for 15 mins.
Roll the dough out on a lightly dusted work surface to 5mm thickness. Stamp out 20 x 7cm rounds using a crinkle-edged cookie cutter and place on a baking tray lined with baking parchment. Re-roll the off-cuts and cut out as many more biscuits as you can (you need to end up with an even number). Use a small round or other festive cutter to stamp a circle from the centre of half the biscuits. Chill all the biscuits in the freezer for 20 mins or the fridge for 30 mins until firm.
Heat the oven to 180C/160C fan/gas 4. Bake the biscuits for about 10-12 mins, or until lightly golden and sandy to the touch. Leave to cool for 5 mins on the tray, then transfer to a wire rack to cool completely.
Mix the icing sugar with the rest of the cinnamon and dust this over the cut-out biscuits. Spoon the jam over the whole biscuits and smooth with the back of a spoon. Sandwich these with the icing-sugar-dusted biscuits. Will keep in an airtight container for six days. Best eaten within three days.