Toast the pecans for 8-10 minutes in a 350 degrees oven. Grind in a food processor and mix with the dry ingredients.
Cream butter and sugar together until fluffy. Mix in egg, vanilla, and molasses. Add the dry ingredients and mix until combined. Cut 8 sheet pan sized pieces of wax paper. Divide the dough into four and place on four pieces wax paper. Cover with the remaining paper. Roll the dough to 1/4 inch thickness between the papers. Cut the dough with cookie cutters and cover. Slide the dough onto a sheet pan and place in the freezer for 15 minutes. Repeat with the remaining dough.
Preheat the oven to 350 degrees. Line a sheet pan with silpat or parchment. Remove the dough from the freezer one sheet at a time. Release the cookies from the paper with a spatula and place on the baking sheet. Bake in the oven for 8-10 minutes. Remove from the oven and cool. Reroll any scrap dough, cut, freeze, and bake. Repeat until all the dough has been made.
Spread jam on 1/2 of the cookies. Sprinkle powdered sugar on the other half of the cookies. Place the sugared cookies on top of the jam and gently press together. Store in an airtight container.