Start by preparing the cookie dough. In a medium mixing bowl combine the flour, hazelnuts, cinnamon,baking soda and salt; set aside.
In another large mixing bowl, cream sugar and butter on high until light and fluffy. Add eggs and vanilla. Beat until light and fluffy. Add applesauce and beat until blended.
Add the flour mixture slowly to the wet ingredients, beating on low speed, until just blended. Cover and chill in the refrigerator for 1 to 2 hours.
Meanwhile, as dough is chilling, prepare the spiced cranberry orange jam. Combine cranberries, oranges, orange zest, sugar, cinnamon, nutmeg, and cloves in medium saucepan. Bring to a boil. Reduce heat to medium-low and simmer about 15 minutes, stirring occasionally, until cranberries burst and mixture is well combined. Remove from heat and set aside to cool; mixture will thicken as it cools.
About 15 minutes before the end of the chilling time, preheat oven to 375 degrees F. Line baking sheets with parchment paper.