Preheat the oven to 375 F. Using a stand or hand-held mixer, cream together the softened butter and superfine sugar, until light and fluffy.
Add the egg yolk, lemon juice, lemon zest, and flour. Mix well.
Scoop cookie dough onto a baking sheet lined with parchment paper or a silpat mat using a one-inch cookie scoop. Space the cookies two inches apart.
Lightly flatten the cookies using the bottom of a glass dipped in flour so it doesn’t stick to the cookie.
Place the baking sheet in the middle rack of the oven and bake for 9 to 10 minutes until just slightly golden on the edges but still light in color.
Let them cool on the baking sheet for 5 minutes and then transfer to a cooling rack. Continue making cookies until you are done with the dough.
While the cookies are baking, make the filling. Cream together the softened butter, confectioner’s sugar, lemon zest, and lemon juice. Spoon the filling into a piping bag.
Once the cookies are cold, pipe about 2 tsp of filling onto one cookie and place a second cookie on top to make a sandwich. You can also spoon two teaspoons of filling between two cookies if you don’t have a piping bag.