In a bowl, sift together the flour, cornstarch, and salt. In another bowl, using an electric mixer on high speed, beat the butter and zest until light. Add the granulated sugar and beat until completely incorporated. Add the whole egg and egg yolk and beat until light and fluffy. Reduce the speed to low, add the flour mixture, and beat until just incorporated. Gather the dough into a ball and divide into thirds. Flatten each third into a disk. Wrap separately in waxed paper and refrigerate for at least 1 hour or up to overnight.
Spread the jam on the bottoms of half of the cookies, spreading it lightly at the edges. Top with the remaining cookies, bottoms down. Dust the tops with confectioners’ sugar, if desired. Store in an airtight container in the refrigerator for up to 1 week.