Grease and flour the steel molds for bocconotti.

On a work surface, make a mound with the flour and create a well in the center. Add the eggs one at a time, mixing with a fork. Add the grated lemon zest, baking powder, olive oil, and sugar. Knead well until you have a smooth dough. Shape into a ball, wrap in plastic wrap, and refrigerate for at least 30 minutes.

After 30 minutes, preheat the oven to 350°F (180°C). Take half of the dough and roll it out on a floured surface to about 1/5 inch (1/2 cm) thick. Cut into squares and press them into the steel molds, making sure the dough fits well and trimming any excess. Fill each pastry shell with fruit preserves.

Roll out the remaining dough and cut pieces to cover each cookie, pressing the edges to seal. Brush the tops with a little beaten egg.

Once baked and cooled, remove the bocconotti from the molds and dust with powdered sugar.