Sift the confectioners' sugar. Put 1/2 cup of the sifted confectioners' sugar, 10 ounces (3 heaping cups) of the almonds and all the cinnamon in a food processor. Process until the nuts are finely ground, with just a few larger pieces.
Whip the egg whites in a large, clean bowl with an electric mixer on high speed until they hold soft peaks, about 1 minute. Gradually add the remaining confectioners' sugar while whipping, until the whites are thick, creamy and somewhat stiff, about 2 minutes more. Set aside 2/3 cup of this meringue for topping the cookies.
Fold the ground almond mixture and the lemon zest into the remaining meringue to make a stiff dough.
Preheat the oven to 250 degrees F. Line 2 baking sheets with parchment paper or silicone baking mats.
Lay a sheet of parchment or waxed paper on the work surface and lightly dust with confectioners' sugar. Turn the dough out onto the dusted paper, flatten and dust with more sugar as needed, and then lay another sheet of parchment or waxed paper on top. Roll the dough between the papers until it is about 1/4-inch thick. Flip the dough over and gently peel off a sheet of the paper. For ease when cutting, lay the paper back on the dough, flip again and gently pull off the other side of the paper so that the dough is fully released from it.
Cut cookies with a 3-inch star cutter and place about 2 inches apart on prepared baking sheets. (Excess dough can be rerolled.) Use a small spoon, brush or offset spatula to spread the reserved meringue over the top of each cookie, taking care not to let the meringue drip over the sides. Press or sprinkle remaining sliced almonds in a decorative pattern into the meringue.
Bake cookies until bottoms are light golden brown and meringue is set and crisp, about 30 minutes. Turn off the oven and open the oven door to release heat and dry cookies out in the oven for 10 more minutes.
Busy baker's tips: The dough can be frozen between the sheets of paper for up to 2 weeks. Store baked cookies in an airtight container for up to 10 days.