Preheat oven to 180ºC. Line baking sheets with parchment paper and set aside.
Cream the butter and sugar, until light and fluffy, about 2 minutes.
Add vanilla, lemon juice and lemon zest. Beat until combined.
Add egg yolks, one at a time, beating well after each addition. Reduce speed and gradually add the flour and nuts until fully mixed.
Lightly flour a flat surface and roll out dough to 1/2 cm thickness.
Using a small cookie cutter, cut out cookies and place on prepared baking sheets (we made balls walnut size and shaped them round or like crescents).
Bake about 17 minutes. Let cool 5 minutes on pan, then transfer cooling racks.
When completely cook, spread the underside of half of the cookies with apricot jam (we ommited this).
Make a sandwich with remaining cookies, pressing gently to spread jam to the edges.
Gently toss sandwich cookies in confectioners’ sugar (we ommited this too).