Sift all the dry ingredients into a large bowl. Add orange zest and lemon zest.
In a separate large bowl, beat coconut oil with an electric mixer on medium speed for 1 minute. Add dry ingredients and water. Beat in eggs and vanilla extract and mix until well combined.
Shape dough into 2 balls, place in a bowl, and cover. Refrigerate for 1 hour.
Preheat the oven to 400°F. Line 2 large baking sheets with parchment paper.
Place the dough on a floured work surface and roll out to ⅛-inch thick. Cut with a 3-inch round cookie cutter. Using a 1-inch star-shaped cookie cutter, cut out a star in the center of half the cookies. On one baking sheet, place the 3-inch cookies, spacing 1 inch apart. Place small stars on a separate baking sheet. Bake 3-inch cookies for 10 minutes and the star cookies for 5 minutes. Remove from the oven. Cool on a wire rack.
Spread about 1 teaspoon apricot jam on each cookie, and sandwich with the cutout cookie. Add small stars here and there on/around the other cookies and serve.