Cream the butter and sugar in a mixing bowl using an electric mixer. Beat in the egg yolk and vanilla extract. Gradually add the flour and salt, mix until combined. Add the chopped walnuts and mix once more.
Divide the dough in half, then shape into two 14” rolls. Wrap each in plastic wrap and refrigerate overnight.
Preheat the oven to 400°F and line two baking sheets with parchment paper, or silicon mats.
Unwrap and cut the cookie dough rolls into ¼” slices, place them 2” apart on the prepared baking sheets. Place them in the preheated oven and bake for 8-10 minutes. Cool the cookies on wire racks.
Cream butter, lemon juice, and orange zest using an electric mixer. Add the powdered sugar and mix until smooth. You can add yellow food coloring if you’d like, to achieve a brighter yellow color.
Transfer the filling to a piping bag fixed with an open star tip. Pipe about 1 teaspoon of icing on each cookie, then top with another similarly shaped cookie, to make a sandwich. Serve immediately and enjoy!
Notes
Lemon sandwich cookies can typically stay fresh for up to one week when stored at room temperature. To maintain their softness, it's best to keep them in an airtight container.