In a food processor add sugar and egg and process till light and foamy, about 30 seconds. Add flour and almonds.
Process till you obtain a sandy mixture. If necessary, scrape down the sides with a spatula. Add butter and process till it holds together as a ball.
Refrigerate pastry mixture in the fridge for 15 to 20 minutes if it is soft, if not, you can begin to roll it out on your lightly floured work surface, about 3mm thick .
Cut out oval pieces using a biscuit cutter or a homemade stencil. In half of the ovals, cut two small holes using the large open end of a piping bag tip. Place pieces on a baking tray lined with greaseproof paper. Gather the scraps and roll out again till all the pastry mixture has been used up.
Bake in the centre rack of your preheated oven for 10 minutes. Remove from the oven and let cool completely.
Spread 1 large teaspoon of jam on each biscuit without wholes. Place the biscuits with the holes on top, aligning them neatly. Place on a cake rack to set.