In a bowl, whisk flour, sugar, salt, and orange zest (if using). Cut in the cold butter until mixture resembles coarse crumbs. Add egg and just enough cold water or milk to form a dough. Do not overmix. Wrap and chill at least 1 hour.

Meanwhile whisk together ground nuts, sugar, and cinnamon in a bowl. Stir in milk or cream until moist but not wet. Gently fold in jam to distribute. Chill if needed.

Preheat oven to 350 °F (175 °C). Line baking sheets with parchment.

Roll chilled dough into a rectangle about ¼‑inch (~6 mm) thick on a lightly floured surface. Divide into two halves.

Spread a thin layer of jam‑nut filling lengthwise over one half (leave a border). Roll jelly‑roll style into a log. Pinch seams and ends to seal. Repeat for second half.

Place logs on baking sheets seam‑side down. Bake for 30–35 minutes until golden and fragrant. Let rest until just warm.

Using a sharp serrated knife, slice logs diagonally into ½‑inch (1 cm) thick cookies.

Once fully cooled, dust generously with powdered sugar. Serve or store in airtight containers.