Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.
In a mixing bowl, cream together the butter and sugar until light and fluffy.
Add the vanilla extract and egg yolks, and mix until combined.
Gradually add the flour and salt, mixing until the dough comes together.
Roll dough into 1-inch balls and place on the prepared baking sheet. Make an indentation in the center of each ball with your thumb.
Bake for 12-15 minutes or until the edges are lightly golden. Allow to cool completely.
For the lemon curd, combine lemon juice, sugar, and egg yolks in a saucepan over medium heat. Stir constantly until thickened.
Remove from heat and stir in the cubed butter until melted and smooth. Allow to cool.
Spoon a small amount of lemon curd into the center of each cookie.