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Step 1
Line a 9x13-inch baking pan (metal preferred, but glass will also work) with aluminum foil. Spray the foil with cooking spray; set the pan aside.
Step 2
Toast the nuts in a large frying pan over medium heat, stirring frequently, until fragrant, 8 to 10 minutes. Transfer to a plate and cool completely.
Step 3
Place the cooled nuts with 1/2 cup of the flour in a food processor fitted with a blade attachment and process to a fine meal, about 15 seconds, stopping the processor and scraping down the sides with a rubber spatula as needed. Add the remaining 1 3/4 cups flour, cinnamon, and salt, and pulse a few times to combine; set aside.
Step 4
Place the butter and sugar in the bowl of a stand mixer fitted with the paddle attachment (alternatively, use an electric hand mixer and large bowl). Beat on medium-high speed until fluffy and lightened in color, about 3 minutes. Add the zest and egg and beat until just combined. Stop the mixer and scrape down the sides of the bowl and paddle. With the mixer on low, gradually add the flour mixture until just combined.
Step 5
Crumble half of the dough (about 1 pound, 2 ounces) evenly into the baking dish. Using floured hands or the floured bottom of a measuring cup to prevent sticking, press it into an even layer, set aside.
Step 6
Place the remaining dough between 2 pieces of parchment paper that are each about 16-inches long. Using a rolling pin, roll the dough until it is about 1/8-inch thick. Place the baking pan and parchment dough (keep it between the parchment) in the refrigerator and chill until firm, about 30 minutes.
Step 7
Place the parchment dough sheet on a cutting board. Remove the top sheet of parchment and set aside. Cut the dough lengthwise into 1/2-inch-wide strips. (If the dough softens up and starts to become sticky, stop and chill until firm.) Cover again with the parchment and place back in the refrigerator to chill until firm again, about 15 minutes. Meanwhile, arrange a rack in the middle of the oven and heat to 350°F.
Step 8
Dollop the jam evenly onto the dough in the baking pan and spread into a thin layer with a table knife or offset spatula (do your best, but know that it will melt and spread during baking); set aside. Place half the dough strips diagonally across the jam in the baking dish, placing them parallel to each other and spacing them about 1/2-inch apart (trim and patch the strips together as needed). Place the remaining dough strips across the top of these strips in a lattice pattern. (If you have leftover dough, keep it chilled in the refrigerator.)
Step 9
Bake until just light golden-brown around the edges, 30 to 35 minutes. Place the baking pan on a wire rack and let cool completely. (If you'd like, bake the leftover dough into cookies on a parchment-lined baking sheet until just light golden-brown around the edges, about 15 minutes.)
Step 10
Grasping the foil, lift the Linzer slab out of the pan and onto a cutting board. Cut into 32 bars.