Preheat the oven to 338°F/170°C. Line a baking sheet with parchment paper and set it aside.
In a large bowl, stir together the buckwheat flour, ground hazelnuts, cocoa powder, and baking powder until everything is evenly mixed and gets a nice brown color.
In another bowl, mix the butter and powdered sugar until creamy. Add the egg, cinnamon, and lemon zest, then keep mixing until smooth and well combined. There should be no bits of butter visible.
Add the dry ingredients to the butter mixture gradually, mixing gently as you go. At first, the dough will look crumbly, almost sandy, but as it comes together it will turn soft and slightly sticky.
Shape the dough into a large ball, wrap it well or place it in a covered container, and refrigerate for about 30 minutes to firm up.
Scoop out portions of dough, about 1 tablespoon each, and roll them into balls. Place them on the prepared baking sheet, leaving about 4 cm / 1½ inches of space between each one.
Use the handle of a wooden spoon to gently press a hole into the center of each ball. A small twist as you lift helps keep the dough from sticking.
Bake for about 10 minutes, just until the cookies are set. Because the dough is dark, keep an eye on them and avoid letting them brown.
While the cookies are in the oven, warm the jam until it’s loose enough to spoon easily.
Take the cookies out of the oven and fill the centers with warm jam right away. Transfer them carefully to a cooling rack.
As the jam settles into the cracks, add a second small spoonful on top for a neat, rounded finish. Let the cookies cool completely before serving or storing.