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1) To make the dough: Beat together the butter, sugar, salt, lemon rind, vanilla, and lemon oil until well combined.
2) Add the flour, cornstarch, baking powder, egg, and egg white, and mix until the dough is cohesive. It will be dry and crumbly at first, but will gradually come together. If it doesn't come together; or if it comes together but still seems pretty crumbly, beat in 1 to 2 tablespoons of cold milk, to bring the dough together and/or smooth it out.
3) Divide the stiff dough in half, flatten each half into a thick disc, and refrigerate for at least 30 minutes, or overnight.
4) While the dough is chilling, make the filling. Place all the filling ingredients in a small saucepan, and bring to a boil, stirring frequently. When the mixture thickens and a spoon or spatula scraped across the bottom of the pot leaves a clean spot that doesn't fill in, remove the filling from the heat. Refrigerate until chilled.
5) Preheat the oven to 375°F. Lightly grease (or line with parchment) two baking sheets.
6) Remove the dough from the refrigerator. If it's been chilling longer than 30 minutes, allow it to warm up for 20 minutes or so, or until you can roll it without it cracking.
7) Flour a clean work surface. Working with one piece of dough at a time, roll it into a 12" to 13" circle or square; it'll be between 1/8" and 1/4" thick.
8) Use a 3 1/4" to 3 1/2" round cutter to cut circles. If you don't have a biscuit cutter or English muffin ring, use a tuna can. Cut as many circles as you can, then gather the scraps, gently knead them together, re-roll, and cut additional circles. Repeat with the remaining piece of dough.
9) Mix the reserved egg yolk with 1 tablespoon cold water. Use your (clean) finger to "paint" a circle of egg yolk around the circumference of each dough circle.
10) Place a generous 2 measuring teaspoons filing in the center of each dough circle; a teaspoon cookie scoop , slightly heaped, works well here.
11) Imagine the dough circle as a triangle. Bring three "sides" of the triangle together to meet in the center, somewhat over but not covering the filling. You will have formed what looks like an old-fashioned tri-corner hat.
12) Pinch the edges of the dough together to seal, and place the cookie on the prepared baking sheet. Repeat with the remaining dough circles and filling.
13) Bake the cookies for 12 to 14 minutes, until they're lightly browned on the bottom and slightly browned around the edges; they'll stay pretty white overall.
14) Remove the cookies from the oven, and transfer them to a rack to cool.
Yield: about 33 cookies.