Make the pastry by rubbing together the flour, baking powder, icing sugar and butter substitute until the mixture resembles breadcrumbs. Add the vanilla essence, lemon zest and enough of the egg until the mixture form soft pastry. Wrap in cling film and chill for 20 minutes to firm. When ready, roll out the pastry on a lightly floured surface and cut out fancy shapes using cutters. Remember you will need 2 identical shape to form 1 cookie. Place the pastry shapes on a lined baking sheet and bake at 200`c for 20 minutes, or until golden brown. Remove from the oven and allow to cool completely on a wire rack. To assemble, sandwich the biscuits together with jam and fill up the holes in the top with jam also. To finish off, you can dip the cookies in chocolate and dredge with coloured sprinkles or just dust the tops with icing sugar. Allow to set before serving.