Heat oven to 400 degree F. Place oven rack in lower third of oven.
Combine flour, cinnamon and salt in bowl. Cut in butter with pastry blender until mixture resembles coarse crumbs. Stir in sugar and walnuts. Stir in whole egg and yolk. Work into large ball; halve.
Coat 15-1/2 x 10-1/2 x 1-inch jelly-roll pan with cooking spray. Press half of dough into pan and up sides.
Bake at 400 degree F for 12 to 15 minutes or until barely colored.
Meanwhile, roll remaining dough between sheets of waxed paper to 1/4-inch thickness. Put on baking sheet and place in freezer for 15 minutes.
Reduce oven temperature to 350 degree F. Reset rack in upper third of oven.
Spread jam over baked cookie crust. Remove top piece of waxed paper from chilled dough. Cut 1/2- to 3/4-inch-wide diagonal strips. Arrange in lattice pattern on top of jelly, 1/2 to 3/4 inch apart, piecing strips if necessary. Press ends of strips to edge. Place strips around edge for border; score strips with fork.
Mix yolk and water. Brush over pastry. Decorate edge with almonds.
Bake at 350 degree F for 35 minutes or until browned. Cool on rack. Cut into bars. Note: You can store the bars, covered with plastic wrap, at room temperature or in the refrigerator for up to 2 days, or in the freezer for up to 3 weeks. Makes 24 bars.