Preheat the oven to 350°F.
In a mixing bowl, beat together softened unsalted butter and powdered sugar using an electric mixer until creamy. Usually, it takes a few minutes. Then, add egg yolk, freshly grated lemon zest, lemon juice, and salt. Beat until combined. Then, add all-purpose flour and beat on low until the mixture turns into сlumps. Using your hands, fold the clumps into one ball of dough.
Line a baking sheet with parchment paper. Scoop up a tablespoon of the dough and roll it into a 1-inch ball. Repeat with the remaining dough. You will form about 15-20 balls. Place them on the prepared baking sheet with some distance from each other because they will slightly increase in size.
Using a spoon or your finger, press down on the center of the ball and make an indentation for the lemon curd. Repeat with the remaining balls. Bake in the preheated oven for 15-20 minutes or until golden.
Remove the baking sheet from the oven. Let the lemon cookies cool to room temperature. Then, dust with icing sugar and fill the indentation in each cookie with lemon curd. Enjoy!