For the jam doughnuts, first mix butter with powdered sugar, yolks, lemon zest and cinnamon until smooth and quickly knead with flour. Wrap in plastic wrap and refrigerate for 2-3 hours.
Roll the dough into finger-thick sticks, cut 1 cm long pieces from them and form them into balls again, rolling them in the hazelnuts.
Place on a baking tray lined with baking paper and press a hollow in the center with the tip of your little finger. Fill this hollow with jam using a piping bag (a plastic bag with the corner cut off also works) and bake the jam doughnuts at 175 °C until light (approx. 15 minutes).