Put oven rack in middle position and preheat oven to 400°F. Grease muffin cups or fill with cupcake liners.
Grind almonds with sugar and zest in a food processor until almonds are finely ground.
Whisk together flour, almond mixture, baking powder, salt, and cinnamon in a large bowl. Whisk together milk, butter, egg, and almond extract in a small bowl, then stir into dry ingredients until combined.
Put 1/4 cup batter into each muffin cup.
Top each with one rounded teaspoon of jam.
Divide remaining batter among cups. Bake until golden, about 20 minutes. Cool in pan on a rack 5 to 10 minutes, then turn out onto rack. Dust with confectioners sugar before serving.