Stir together the butter, sugar, egg yolk, vanilla and zest from 1 lemon using a wooden spoon. Stir in the flour - you might need to get your hands in at the end. Tip onto a floured surface, bring together into a smooth dough, then roll out, half at a time, and stamp out 5-6cm rounds. Keep re-rolling trimmings, you should get about 40 biscuits. Arrange on trays lined with baking parchment, cover with cling film and chill for 30 mins.
Heat oven to 200C/180C fan/gas 6. Bake the biscuits for 8-12 mins until pale golden, then cool. Once cool, spread half the biscuits with a little lemon curd and top with a second biscuit. Arrange the biscuits on wire racks over trays. Mix enough lemon juice into the icing sugar to give a runny consistency, then drizzle over the biscuits. Scatter over a bit more lemon zest and leave to set.