Finely grind unblanched almonds in a food processor or blender; place in a large bowl. Sift flour, salt, allspice and powdered sugar into bowl. Add lemon peel; mix well. Make a well in the center of flour and add butter and egg yolks; mix ingredients together to form a soft dough. Knead lightly until smooth. Cover bowl with plastic wrap and refrigerate 30 minutes. Preheat oven to 200ºC (205 C). Divide dough in half. Roll out one piece on a well-floured surface to fit a 33 cm x 23 cm baking pan; place in pan. Spread jam over pastry. Roll out other half of dough to fit pan; place on top of jam. Lightly beat egg with milk and sugar; brush pastry with glaze and sprinkle with sliced almonds. Bake 10 minutes; reduce temperature to 180ºC (175 C). Bake 35 minutes longer or until golden. Cool in pan. When cold, cut in 30 pieces.