Cream the butter, sugar and salt in an electric mixer with a paddle attachment until light and fluffy.
Add the egg, then the milk, vanilla and zest. Scrape down the sides of the bowl with a rubber spatula and mix again.
Sift together flour and baking powder. Add dry mixture to wet mixture and blend just until combined.
Wrap dough in plastic wrap and chill until firm.
Take about 2 to 3 tablespoons of dough per finger. Roll each into a ball, then a log, and shape into a finger with knuckle marks. Make an indent at one end for fingernail, smear some raspberry jam into it and place whole almond in the indent. Bake for 8 to 10 minutes. You might need to add more jam once cooled for a bloodied look.