- In a medium bowl, cream together butter and confectioners' sugar until light. Stir in the lemon peel, flour and salt. Cover bowl, and chill for about 1 hour.
- Preheat oven to 400 degrees F (200 degrees C).
- Flatten teaspoons of dough onto cookie sheets, and bake for 5 to 8 minutes, until light brown. Remove from baking sheets to cool on racks.
- To make the filling, combine the beaten egg, sugar, lemon zest, lemon juice and butter in the top of a double boiler. Stir until thick. Sandwich cookies with 1 teaspoon of filling.