In a Stand Mixer, add the olive oil and the wine and mix the two. Add the flour and continue to mix until the flour and the liquids are completely amalgamated and the dough is firm.
To prepare the filling, boil the almonds and remove the peel. Once they are cold, put them in a food processor or a blender and chop them finely.
Put the chopped almonds in a bowl, add the lemon zest, the sugar and water. Mix until the water dilutes the sugar and the mixture becomes a paste.
Cut a small piece of dough and roll it very flat with a rolling pin to about 1/8" thick.
Deposit 1 Tsp of almond filling and 1 Tsp of jam on the dough. Cover the filling with the dough to form a half moon of about 2 1/2" long . Cut the excess dough around the filling with a ravioli cutter. Press around the edges to ensure that the dough is completely attached.
Make all your Bocconotti. At the end with a fork puncture each Bocconotto twice on top.
Put all the Bocconotti on a baking sheet and bake them for 30 Mins. at 375F.
After you have baked all your Bocconotti, make your icing by melting the water and sugar in a pot over the stove, stir and let the water boil. Once the water boils, continue stirring and, once you stop stirring and the bubbles do not disappear from the surface (about 5 mins.), the icing is ready.
Put 5 spoons of liquid in a steel bowl, add 4 Bocconotti at the time and tumble them with a wooden spoon several times until they get coated with the icing.
Pour the Bocconotti on a wood board. Repeat the process for the remaining Bocconotti and pour them on top of the other Bocconotti. Leave them to dry for several hours until the icing is completely dry and turns white.