In a large mixing bowl, beat together the butter and sugar until soft and creamy.
Add the ground almonds, cinnamon, orange peel and vanilla.
Mix on low until well combined then add in the flour and baking powder.
Bring the dough together with your hands, adding the milk if necessary.
Shape dough into 2 balls then refrigerate for 30 minutes.
Heat oven to 180 C / 356 F / gas mark 4.
Lightly dust your work surface with flour.
Roll out the first piece of dough to roughly 0.25 of an inch thick. Cut out 24 circular cookies with a 3-inch, round, scalloped edge cookie cutter.
Place them onto a baking tray lined with baking paper.
Roll out the second piece of dough and cut out 24 circular cookies with a small heart, star or similar shape cut out of the middle.
Again, place these on to a baking tray lined with baking paper.
Chill them for another half an hour in the fridge.
Bake the cookies for 8-10 minutes until just golden brown.
Remove from the oven and transfer to cooling racks.
Once cooled completely, dust just the Linzer cookie tops with icing sugar.
Spread 1 teaspoon of the cranberry jam on to the Linzer cookie bottoms.
Sandwich the tops and the bottoms together and enjoy!