Make the lemon curd: Combine lemon juice, zest, egg yolks, sugar, and salt in a small saucepan. Cook over medium-low heat, whisking constantly until the mixture coats the back of a spoon—about 20–25 minutes. Remove from heat and whisk in cold cubed butter until smooth. Cover with plastic wrap directly on the surface and let cool completely.

Prepare cookie dough: Whisk flour, baking powder, and salt in a bowl. In another bowl, cream softened butter and granulated sugar until fluffy (about 2–3 minutes). Beat in egg yolk, vanilla, and lemon zest. Gradually fold in the dry ingredients until just combined. Chill dough for 1 hour.

Shape and bake: Preheat oven to 350 °F (175 °C). Scoop the dough into 1-inch balls and place on parchment-lined baking sheets about 2 inches apart. Use a ½ tsp measuring spoon to press a shallow well in the center of each ball. Bake for ~10 minutes until edges are lightly golden.

Fill and finish: While cookies are still warm, fill each center with about 1 tsp of lemon curd. Optionally dust with powdered sugar before or after filling. Let cookies cool fully on the baking sheet.