Several hours before baking:
In a food processor, process the almonds and hazelnuts with 1/2 cup of the flour until fine textured but not powdered. (To avoid overprocessing, stop the machine occasionally and feel the nuts; they may look like they’re still chunky, but they may actually just be clumping together.) Add the remaining flour, granulated sugar, lemon zest, baking powder, salt, cinnamon, and cloves. Pulse to combine. Cut the butter into 1/2-inch cubes and add to the flour mixture; pulse until the mixture looks like coarse meal. Don’t overprocess. Transfer to a large bowl. Whisk together the egg and water; sprinkle over the flour mixture and toss gently to combine. The dough should hold together when pinched. (If it seems dry, sprinkle on a bit more water.) Gather the dough into two balls and knead briefly just to blend. Wrap in plastic and chill until firm, 2 to 3 hours.
Heat the oven to 325°F. Cover your cookie sheets with parchment. Generously flour a work surface. Roll one ball of the dough 3/16 inch thick. (Keep the rest in the refrigerator, and if the dough warms up to the point of being sticky while you’re working with it, return it to the refrigerator.) Cut out as many 2-1/2-inch rounds as possible, rerolling the scraps to make more rounds. Arrange on the cookie sheets about 3/4 inch apart. Cut 1-1/4-inch holes in the center of half the rounds. Reroll these center scraps to make more cookies. Bake until the edges are lightly browned, about 15 minutes. Let cool on the sheets. Repeat with the remaining dough.
To assemble, spread a heaping 1/2 tsp. preserves on the underside of the whole cookie rounds. Top with the doughnut-shaped cookies, bottom sides against the preserves. Just before serving, sift confectioners' sugar lightly over the cookies.
Photo: Scott Phillips