Beat butter in the bowl of a stand mixer fitted with the paddle attachment until light and fluffy, 1 to 2 minutes.
Beat in sugar and pecan grounds until smooth. Beat in egg yolks, one at a time, beating well after each addition.
Beat in lemon juice, salt, cinnamon, and vanilla on medium speed until combined. Beat in flour on low speed until just combined, being careful not to overmix.
Turn dough out onto a floured surface, wrap tightly in plastic wrap, and chill at least 1 hour or overnight.
Preheat oven to 350°F. Line 2 baking sheets with parchment paper. Roll out disk on a lightly floured surface to 1/4-inch thickness. Use a scalloped circular cookie cutter to cut out cookies, then use a small heart-shaped cookie cutter to cut out hearts in the center of only half of the circles.
Place cookies on prepared baking sheets; bake 8 to 10 minutes or until tops are no longer glossy and edges are set. Immediately transfer to a wire rack and cool completely.
Spread jam on the cookies without the heart-shaped cutouts. Dust the cookies with heart-shaped cutouts with powdered sugar. Sandwich a non-heart cookie and a heart cookie together.