Step-by-Step Method
Prepare the Custard Filling:
In a medium saucepan, heat the milk until warm but not boiling.
In a bowl, whisk the egg yolks, sugar, and cornstarch until smooth. Gradually add the warm milk, whisking constantly to prevent lumps.
Pour the mixture back into the saucepan and cook over medium heat, whisking constantly, until thickened (about 5 minutes).
Remove from heat, stir in the vanilla extract, and pass the custard through a fine mesh sieve for a silky texture. Cover with plastic wrap directly on the surface to prevent a skin from forming. Let cool completely in the refrigerator.
Make the Dough:
In a large bowl, combine flour, sugar, lemon zest, and salt.
Add the cold butter cubes and rub them into the dry ingredients using your fingertips until the mixture resembles breadcrumbs.
Stir in the egg and vanilla extract, mixing until the dough comes together. Knead lightly, wrap in plastic wrap, and chill in the refrigerator for 30 minutes.
Assemble the Cookies:
Preheat your oven to 180°C (350°F) and line a baking sheet with parchment paper.
Roll out the chilled dough on a floured surface to about 1/8-inch thickness.
Use a cookie cutter to cut out 24 circles. Place 12 circles on the prepared baking sheet.
Spoon a small amount of custard (about 1 tbsp) onto the center of each circle, leaving a small border.
Cover with the remaining dough circles, pressing the edges lightly to seal. You can crimp the edges with a fork for added detail.
Bake and Finish:
Bake the cookies in the preheated oven for 12-15 minutes, or until the edges are lightly golden.
Remove from the oven and let them cool on the baking sheet for 5 minutes before transferring to a wire rack.
Once fully cooled, dust generously with powdered sugar.
Variations
Chocolate Filling: Substitute the custard with Nutella or chocolate ganache for a decadent twist.
Vegan Version: Use vegan butter, plant-based milk, and a custard made with almond or soy milk and cornstarch.
Citrus Zest Mix: Use orange zest instead of lemon for a sweeter flavor profile.