Sift together flour, sugar, baking powder, salt, and cinnamon.
In a food processor, pulse the hazelnuts with 1/4 cup of the flour mixture until fine.
Add remaining flour mixture and pulse, then add butter and pulse again to combine into coarse crumbs.
Place in a bowl and use a fork to blend in egg yolks and vanilla until the dough comes together.
Shape dough into two disks, wrap in parchment, and let chill in refrigerator for 30 minutes.
Remove one disk from fridge and roll between two pieces of parchment paper to 1/8 inch thickness.
Leave dough on parchment and set on cookie sheet. Refrigerate for another 30 minutes or more.
Remove from fridge and cut with cookie cutters. Place on another parchment lined cookie sheet and cut out the centres from every second cookie.
Bake for 10 to 12 minutes at 350F.
Remove from oven and let cool.
Dust tops of star-shaped cookies with icing sugar.
Put filling on bottom cookie, and gently set the star cookie on top. Don't press or it will break.
Let sit for a couple hours, or over night.