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1
Combine the almonds and confectioners sugar in a food processor and pulse until the almonds are finely ground, about 1 minute.
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2
Add the flour, cornmeal, lemon zest, salt, and nutmeg and pulse several times to mix.
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3
Add the butter and pulse until the mixture resembles coarse meal.
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4
Stir the egg and vanilla in a small bowl and add to the almond-butter mixture.
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5
Pulse just until the dough begins to stick together.
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6
Transfer the dough to a lightly floured work surface and knead several times to form a flat disk.
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7
Wrap tightly in parchment paper or plastic and refrigerate for about 1 hour, until slightly firm.
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8
When ready to bake, preheat the oven to 375F.
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9
Pinch off small pieces of the dough and roll into 1-inch balls.
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10
Place the balls on ungreased baking sheets, spaced about 2 inches apart.
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11
Using your thumb, press the center of each cookie to form an indentation.
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12
Spoon a heaping 1/2 teaspoon of preserves in the indentation of each cookie.
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13
Bake for about 15 minutes, until golden brown around the edges.
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14
Remove from the oven and let cool on the baking sheets for about 5 minutes.
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15
Serve warm or transfer to a baking rack to cool completely.
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16
Store in an airtight container until ready to serve, or for up to 4 days.
