Combine filling ingredients in a small saucepan. Cook over medium heat, stirring constantly, for approximately 10 minutes, or until mixture begins to thicken. Set aside.
Preheat oven to 400º. Prepare baking sheets by lining them with parchment paper.
In a large mixing bowl, combine butter, sugar, lemon zest and lemon juice. Beat at medium speed with an electric mixer until thoroughly combined and creamy. Add flour and salt, and beat just until combined.
Roll dough into teaspoon-sized balls, and place on prepared sheet. Flatten balls slightly.
Bake for 6-8 minutes, or until firm. Cool the cookies completely.
Spread half of the cookies with filling and top with remaining cookies. Roll in additional confectioners’ sugar.