With an electric hand mixer, beat your butter until well-creamed. Add sugar and lemon zest and mix until creamy.
Stir in vanilla, lemon juice, and salt, stirring until well combined, and scrape down the sides of the bowl using a rubber spatula to ensure ingredients are well incorporated.
Add egg yolk and beat until combined.
Gradually add flour and use a silicone spatula until well incorporated (you will need to scrape down the sides and the bottom of the bowl several times, as the mixture is fairly dry and crumbs tend to settle at the bottom of the bowl).
Transfer the dough to a clean surface and use your hands to form it into a cohesive ball.
Flatten into a disk (about 1" thick), cover with clear wrap, and chill for 15 minutes.
Preheat oven to 350F.
Once the dough has chilled, transfer it to a clean, lightly floured surface and use a lightly floured rolling pin to roll it out to about ¼" thickness.
Lightly flour your cookie cutters and cut out your shapes, transferring them to a greased cookie sheet and placing them at least 1" apart.
Once you have cut out all the shapes, you can re-combine the scraps and roll them out and cut them out again to get the maximum number of cookies from your dough.
Bake at 350F for 8-10 minutes and allow cookies to cool completely before filling them with lemon cream.