Grind the shortbread cookies, add the blanched almonds, sugar, grated zest of one lemon and a pinch of salt in a food processor until crumbly. Add the melted butter to the crumble mixture and stir.
Spread the crumble in a parchment-lined mold with a removable bottom, tamp it down and make a border about 3 cm high around the edges. Bake at 180°C (350°F) for 12-15 minutes until golden. Remove from the oven and allow to cool completely.
Combine the cold cream and sugar, beat with a mixer until soft peaks. Add vanilla extract and mascarpone, mix with mixer for about a minute.
Spread the filling over the base, smooth it out and put the cheesecake in the refrigerator for 1 hour. After the time has passed, take the cheesecake out and cover the top with jam or curd and leave it in the fridge for another 30 minutes. Carefully remove the cheesecake from the mold and serve.