They are called "Cinnamon Sandwich Cookies". I found the recipe in my December 2008 Canadian Living Magazine. Sorry, I couldn't find a link to the recipe.
I'm glad that I made them if only for the practice of rolling and cutting of the dough. I'm in a cookie exchange at work this year and have been trying to think of a few nice cookies to make.
I had thought of including this one. They are truly lovely in appearance and taste, but after two days in the tin they were a bit "soft" and not crisp any more; probably from the jam. Not a recipe I will be keeping in my collection of favourites.
HOWEVER, from the same magazine I made "Basque-Style Chicken" which was fan-freaking-tastic. Recipe linked here.