In a food processor, pulse almonds with 1/2 cup confectioners' sugar until finely ground, about 1 minute (do not grind into a paste). Add cinnamon and zest, and pulse twice.

In a separate bowl, whisk egg whites and salt with an electric mixer at medium speed until stiff peaks form. Gradually whisk in remaining 1 cup confectioners' sugar. Continue to whisk until meringue is glossy and stiff, but not dry, 15 to 20 minutes. Transfer 1/3 cup meringue to a small bowl. Add remaining meringue to mixture in processor, and pulse just until dough comes together. Place dough on parchment lightly dusted with confectioners' sugar; pat into a disk, and chill 30 minutes.

Preheat oven to 300 degrees, with racks in middle and upper thirds. Dust top of dough lightly with confectioners' sugar, top with parchment, and roll to 1/4-inch thickness. Cut dough using a 1 1/2-inch star-shaped cutter, and transfer to parchment-lined baking sheets. Dip cutter into confectioners' sugar frequently to prevent dough from sticking. Reroll scraps, and cut more shapes.

Stir the water into reserved meringue; brush mixture generously over tops of stars using a small paintbrush. Bake, rotating sheets halfway through, until firm when gently pressed, but not hard and dry, 10 to 12 minutes. Let cookies cool completely on sheets on wire racks. Cookies can be stored in an airtight container at room temperature up to 1 week.