Simple sugar cookies need not be boring. We love punching up their flavor with ginger, cinnamon or apricot jam, and topping them with everything from colorful sprinkles to sticky-sweet icing.

In its wildest dreams, a jammy dodger could never aspire to the melting tenderness and celestial lightness of the Linzer cookie. The idea is the same: two biscuits, sandwiched together with jam, a ...