Based on the famous Linzer torte, these cookies combine the classic nutty and fruity elements but in a smaller package. Stars are nice, but by all means use cookie cutters of any kind.
In a medium bowl, whisk together hazelnut flour, 2 cups cake flour, cinnamon, baking powder, and 1/2 teaspoon salt.
Pulse pecans and remaining 1/2 cup cake flour in a food processor until finely ground (but not wet); add to bowl with flour mixture.
Beat butter and granulated sugar with a mixer on medium speed until pale and fluffy, about 5 minutes. Beat in egg. Reduce speed to low and beat in flour mixture until combined. Divide dough in half, shape each half into a disk, and wrap in plastic wrap. Refrigerate until firm, at least 2 hours.
Preheat oven to 325 degrees. Roll out each disk of dough to a 1/8-inch thickness on a lightly floured surface. Refrigerate on a baking sheet for 20 minutes.
Cut out star shapes using a 3-inch cutter. Cut a star from the center of half the cookies using a 1 1/2-inch cookie cutter. Transfer cookies to parchment-lined baking sheets, spacing each 2 inches apart.
Bake until pale gold, 13 to 14 minutes. Let cookies cool on sheets set on wire racks for 10 minutes. Transfer cookies to racks, and let cool completely.
Dust cookies with confectioners' sugar. Spread 1/2 teaspoon preserves onto the center of each uncut star; top with cutout stars, offsetting, if desired, to create a "burst."
Dough can be refrigerated for up to 2 weeks and frozen for up to 1 month. Thaw before using. Unfilled cookies can be stored at room temperature for up to 2 days. Fill with preserves just before serving.