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Step 1
Preparation Press down on log with your palms to create a flat surface; roll log over and press down again. Repeat once more so you have a neat triangle. Freeze until very firm but not frozen solid, about 1 hour.
Step 2
Place racks in upper and lower thirds of oven; preheat to 325°F. Unwrap dough and cut into very thin slices (1/8" or thinner if possible), rotating every few slices to keep triangular shape. Place on 2 parchment-lined baking sheets, spacing 2" apart. Use pastry tip or cookie cutter to punch out centers of half the cookies.
Step 3
Bake cookies, rotating baking sheets halfway through, until evenly golden brown all over, 10–15 minutes. Let cool on baking sheets.
Step 4
Spread about 3/4 tsp. jam across entire surface of each unpunched cookie. Dust tops of cutout cookies with powdered sugar; place on top of jam, sugar side up.
Step 5
Do Ahead Cookies can be baked (but not assembled) 2 days ahead. Store airtight at room temperature.