In a medium, non-reactive saucepan, whisk together the sugar and lemon zest. You want the zest to release its oils into the sugar, making the sugar almost yellow
Add your egg yolks and egg and whisk until completely incorporated and pale and thick, this will take about a minute or two.
Pour in your lemon juice and then add your salt. Heat this up over medium-low heat and whisk constantly until it becomes thick and glossy. The curd should coat the back of a spoon and you can run your finger through this, leaving a trail. Take the curd off the heat.
Whisk in your butter a piece at a time, allowing it to melt completely before adding the next piece. Whisk in your vanilla extract.
Pour the curd into a bowl (make sure it isn’t a metal one!) and press clingfilm to the surface. Let it come to room temperature, then refrigerate for up to 5 days.
Make Cookies
Beat your butter and confectioners' sugar together in a stand mixer bowl fitted with the paddle attachment for 3 minutes. It should be creamy and soft.
In a medium bowl, whisk your flour, salt and ground almonds together. Set aside.
Add your egg to the butter mixture and mix again until just combined. Then add your vanilla extract and lemon zest. Pulse until it is combined.
With the mixer on low, slowly pour in your dry ingredients. Mix until it has just incorporated and there are no streaks of flour.
Divide the dough into two discs and wrap each disc in clingfilm. Chill for at least 1 hour or up to 2 days.
When ready to cut out the cookies, remove the dough from the fridge and allow it to come to room temperature for 5 minutes.
Preheat your oven to 350°F/174°C and line two baking sheets with parchment paper.
Roll out your cookie dough on a lightly floured surface until it is an ⅛ inch thick. Cut out your cookies using a linzer cookie cutter. Half of your cookies should have a shape cut out, and the other half will be plain. Reroll your scraps and cut out more cookies. Depending on the size of your cookie cutter, you should have 36-40 sandwich cookies.
Place the cookies on your lined baking tray and bake for 10-12 minutes until a light golden brown. The cookies don't need that much space between them as they will not spread much in the oven.
Once the cookies have cooled completely, dust the cut out cookies with extra confectioners' sugar.
Use a teaspoon to fill the plain cookies (Without a cut out in the middle), then sandwich with a cut out cookie. I recommend storing the cookies in an airtight container in the fridge.
Notes
My recipes have been developed and tested in metric grams. I highly recommend using a weighing scale and measuring out your ingredients the metric way. I have provided a conversion to US cups but please note that I haven’t tested the recipe with this method. Just click on ‘US customary’ above the ingredients.Room Temperature: I make sure that all of my ingredients are at room temperature before I start the recipe, so pull out all of the ingredients about 2 hours before you start baking.Salt: If you don’t have kosher salt, halve the amount of salt called for in the recipe. 1 teaspoon kosher salt = ½ teaspoon fine salt.Butter: I use European style butter, like Kerry Gold, in my recipes.Storage: Keep the cookies in an airtight container for up to 5 days.Making Ahead: You can make the lemon curd 5 days ahead and the cookie dough 2 days ahead.