Preheat oven to 350°. In a large bowl, cream butter and sugar until light and fluffy. Beat in egg and lemon zest. In another bowl, mix flour, ground almonds and cinnamon; gradually beat into creamed mixture.
Press 2 cups dough onto bottom of a greased 13x9-in. baking pan. Spread with preserves to within 1/2 in. of edges. Crumble remaining dough over preserves.
Bake until lightly browned, 35-40 minutes. Cool completely in pan on a wire rack. If desired, sprinkle with confectioners' sugar. Cut into bars.