Shape each piece of dough into a disk. Wrap in plastic wrap, and refrigerate until firm, about 1 hour.
Roll out each disk to a 1/8-inch thickness on a floured piece of parchment. Cut into 2-by-9-inch strips. Spread 2 teaspoons jam onto 1 strip; sprinkle with 2 tablespoons ground nut and chocolate filling. Repeat, layering 3 to 5 more strips, alternating between chocolate and spice dough, ending with a plain strip.
Wrap in parchment. Refrigerate until firm, at least
2 hours. Slice dough crosswise slightly thicker than
1/8 inch. Bake at 350 degrees on parchment-lined baking sheets until firm, 12 to 14 minutes.