Heat oven to 375 degrees. Line baking sheets with parchment paper; set aside.
Dust a clean work surface lightly with flour, and roll out one piece of dough to 1/8-inch thickness. Using a 3-inch heart-shaped cookie cutter, cut out 8 hearts. To make top halves of cookies, use a 1-inch heart-shaped cookie cutter to cut centers from half of the cookies.
Transfer both the large and small hearts to a prepared baking sheet, and bake until golden brown, 12 to 14 minutes. Transfer to a wire rack until completely cooled. Repeat process with remaining dough rounds.
Lightly sift confectioners' sugar over the large cookie tops. Spread about 1 tablespoon jam on each of the bottom halves, and sandwich halves together. Small hearts may be dusted with confectioners' sugar, if desired.