Step 1: Make the Lemon Curd
In a small saucepan, whisk together egg yolks, sugar, lemon zest, and juice. Cook over medium-low heat, stirring constantly, until the mixture thickens enough to coat the back of a spoon (about 8–10 minutes). Remove from heat and whisk in butter pieces until smooth and glossy. Let it cool completely before using (it’ll thicken more as it cools).

Step 2: Cream the Butter and Sugar
In a large bowl, beat butter and sugar together until light and fluffy (about 2–3 minutes). Add egg yolks, vanilla, and lemon zest. Mix until well combined.

Step 3: Add the Dry Stuff
Add flour and salt, mixing just until the dough comes together. Don’t overmix — we’re going for tender, not tough. Wrap the dough in plastic wrap and chill it for 30 minutes to make it easier to handle.

Step 4: Shape and Bake
Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper. Roll the dough into 1-inch balls and place them about 2 inches apart on the sheet. Press your thumb (or the back of a teaspoon) into the center of each ball to make a little well. Bake for 8–10 minutes, then remove from the oven and gently press the centers again if they’ve puffed up.

Step 5: Fill and Finish
Spoon a small dollop of cooled lemon curd into each cookie center, then bake another 5–6 minutes until the edges are lightly golden. Let cool on a wire rack. Once cooled, dust with powdered sugar if you’re feeling extra fancy.