Heat oven to 190C/fan 170C/gas 5. Beat the butter, sugar, egg, vanilla, zest and a pinch of salt in a large bowl until smooth, then fold in the flour and ground almonds. Shape into 2 rounds, flatten them, then wrap in cling film and chill until firm, about 30 mins.
Roll out 1 piece of dough on a floured surface to about £1 thickness, then stamp out rounds with a 7cm cutter. Brush all over with milk, then spoon 20p-size blobs of lemon curd into the middle of half of the rounds.
Carefully lay the remaining rounds on top of the lemon curd, then gently press around the edges with your fingers to seal. Scatter with a little caster sugar and the flaked almonds. Bake for 15 mins until light golden. Repeat with remaining pastry, then squish any offcuts together and re-roll. You can freeze the biscuits before baking, but add up to 5 mins more to the cooking time.