Add the butter and sugar to a large mixing bowl. Use an electric mixer to whisk the ingredients together for 3 minutes, until smooth and creamy.

Add in the egg and vanilla extract. Mix again for a couple minutes, or until the mixture is smooth and the eggs are fully incorporated with the creamed butter.

Whisk in the flour and baking powder. Make sure there are no pockets of dry or wet ingredients in your cookie dough. Cover the bowl with plastic wrap. Let the cookie dough chill for 20 minutes and preheat the oven to 350°F.

While the cookie dough is chilling, whisk together the milk and pudding mix until smooth. Whisk in the heavy cream. Cover and set it in the freezer.

Scoop out 1 ½ tablespoon sized balls of cookie dough and roll them in your hands. Place the cookie dough balls on a baking sheet, leaving about 1-2 inches between each cookie to account for spreading. Bake for 12 minutes. Remove the cookies from the oven and use a teaspoon to create an indent in each cookie to hold the pudding mixture.

Let your cookies cool completely to room temperature before filling them with a few spoonfuls of the pudding mixture.

Use an electric mixer to whip the heavy cream, sugar and vanilla together until stiff peaks form, 3-5 minutes. Top each cookie with a star of whipped cream and lemon zest, if desired. Enjoy!