Toast the oatmeal in a dry, non-stick frying pan, stirring constantly until golden yellow. Remove, let cool and then rub between the palms. Beat the egg whites with the lemon juice and salt until stiff, sprinkle in the powdered sugar and continue beating until the mixture is glossy and white. Fold in the ground nuts, cinnamon and oatmeal.
Spoon the mixture into a piping bag fitted with a large plain tip and pipe about 40 walnut-sized mounds onto a parchment paper-lined baking sheet. Press one hazelnut lightly into each macaroon and bake the cookies in an oven preheated to 150°C (approximately 300°F) top/bottom heat about 25 minutes. Cover the macaroons with aluminum foil if they begin to brown. Cool on a wire rack, then gently pull off the parchment paper. To serve, place the macaroons in the paper candy cups.