Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a mixing bowl, cream together the butter and sugar until light and fluffy.
Beat in the egg yolks and vanilla extract until well combined.
Gradually add the flour and salt, mixing until just combined.
Roll the dough into 1-inch balls and place them on the prepared baking sheet.
Use your thumb to make an indentation in the center of each ball.
Bake for 12-15 minutes, or until the edges are lightly golden.
While the cookies are baking, prepare the lemon curd. In a saucepan, combine lemon juice, lemon zest, sugar, and egg yolks. Cook over medium heat, stirring constantly, until the mixture thickens.
Remove from heat and stir in the butter until melted and smooth.
Once the cookies are done, remove them from the oven and let them cool slightly. Fill each indentation with lemon curd.
Let the cookies cool completely before serving.