Step 1: Prepare the Lemon Curd

1. In a small glass bowl, combine sugar, egg yolks, and lemon juice. Whisk until smooth.
2. Place the bowl over a pot of simmering water (double boiler).
3. Stir continually with a wooden spoon or rubber spatula for about 10 minutes, or until thickened.
4. Remove from heat and strain through a fine mesh sieve into a clean bowl.
5. Stir in butter and lemon zest. Set aside to cool.

Step 2: Make the Cookie Dough

1. Preheat the oven to 350℉ (177℃) and line two baking sheets with parchment paper.
2. In a large bowl, whisk together flour, sugar, baking powder, baking soda, and lemon zest.
3. In a medium bowl, combine the egg, egg yolk, vegetable oil, lemon juice, and vanilla extract. Whisk well.
4. Pour the wet ingredients over the dry ingredients and stir until fully combined.

Step 3: Shape and Coat the Cookies

1. Use a medium cookie scoop (1 1/2 tablespoons) to portion the dough. Roll each portion into a ball.
2. Roll the balls in powdered sugar and place them 2 inches apart on the prepared baking sheets.

Step 4: Bake and Fill

1. Bake for 12 minutes, until the cookies are set but still soft on top.
2. Remove from the oven and immediately use the back of a rounded 1 1/2 teaspoon measuring spoon to make an indentation in the center of each cookie.
3. Fill each indentation with about 1 1/2 teaspoons of the prepared lemon curd.