In a medium sized bowl, combine wheat starch, xanthan gum, baking powder, cinnamon, cloves, nutmeg, orange zest, salt and pudding mix, set aside.
In the bowl of standing mixer fitted with paddle attachment, add the butter, shortening and sour cream. Mix until combined, about 30 seconds. Add the sugars, creaming until light and fluffy. Add the egg, orange juice and the vanilla and almond extracts. Add the dry ingredients and mix until the mixture forms a dough.
Divide the dough in half, placing each half in a gallon sized Ziploc bag. With the top unsealed, lightly roll the dough with a rolling pin to 1 inch thick. Refrigerate until they begin to firm up, 20 to 30 minutes. (Can be refrigerated up to 3 days or frozen up to a month; defrost in refrigerator before using.)
Adjust oven rack to middle position; heat oven to 350 degrees. Roll out 1 dough disk to even ⅛-inch thickness between 2 large sheets parchment paper; slide rolled dough on parchment onto baking sheet and chill until firm, about 10 minutes. Meanwhile, repeat with second disk.
With a two inch fluted round cookie cutter, cut rounds. Place cookie rounds 1½ inces apart on a parchment lined cookie sheet. Bake about 10 minutes.
Meanwhile, cut the second piece of rolled dough with the same fluted cookie cutter. Using a ¾ inch round, cut out the centers and transfer to your parchment lined baking sheet. Bake about 8 minutes.
Let the cookies cool on the baking sheets for 3 minutes before transferring them to a wire rack to cool completely, about 30 minutes.
Sift the powdered sugar over the cut-out round.
Spread 1 teaspoon of the jam on the bottom of the solid round, then place the cut-out round on top. Let stand until set, about 30 minutes.