In a blender or food processor blend the almonds just until a powder forms. Add powdered sugar and process for 15 seconds more. Add flour and salt and process till combined.
Cut butter into 8 pieces. Add to blender with the rest of the ingredients. Process until pea sized butter pieces form. Add egg and process until a loose dough forms. Remove from blender or processor, split dough in half, and wrap separately in plastic wrap. Refrigerate both discs of dough for 2 hours up to 24 hours.
When ready to bake, Preheat oven to 350 degrees F. Roll out each dough disc into a rectangle measuring 9 by 5 inches. Prick each dough rectangle with a fork. Bake for 15 minutes until just lightly browned.
Wait till shortbread cools and spread raspberry jam on top of one piece of shortbread. Place the other rectangle on top.
Mix powdered sugar and milk in a small bowl. Pour over the top of the shortbread sandwich. Let sit till glaze sets and then cut into triangles.