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In a food processor, whizz the butter, flour and a pinch of salt until the mixture resembles fine breadcrumbs. Add the sugar and lemon zest and whizz again. Add the lemon juice and egg yolk and blend until clumps of dough form around the blades. Keep blending, using the pulse button, until larger balls of dough have formed. Tip out the mixture onto a work surface and knead briefly to bring it together in a smooth ball – don’t overwork it or it will be tough. Cut the dough into 2 equal pieces and pat into flat discs, then wrap in cling film and chill for at least 30 mins. Line 2 baking sheets with baking parchment.
Remove the dough from the fridge 15 mins before you’re ready to roll it. Lightly flour your work surface and rolling pin. Unwrap 1 piece of dough and roll it out to the thickness of a 50p piece. Use a 6cm cutter to stamp out discs (you should get about 15) and transfer to a baking sheet using a palette knife.
Unwrap and roll out the remaining dough to the same thickness. Stamp out 15 discs and transfer to the second baking sheet. Use a small round cutter (about 1cm) or the end of a piping nozzle to stamp holes from the middle of 15 of the biscuits. Loosely cover the trays with cling film and chill for 15 mins. Heat oven to 180C/160C fan/gas 4.
Bake the biscuits for 15 mins, swapping the trays over halfway through. Remove from the oven, leave to cool for 5 mins, then transfer to a wire rack and leave to cool completely.
Meanwhile, make the filling. Place the butter, sugar and half the lemon curd in a bowl. Mash together, then blend with an electric hand whisk. Transfer to a piping bag and snip off the end, making a 1cm opening. Place the remaining lemon curd in another piping bag and snip off the end to make a slightly smaller hole. Dust a little sherbet over the biscuits with a hole in the centre.
Pipe blobs of lemon filling in a ring shape onto each whole biscuit, leaving space in the centre to fill with lemon curd. Fill the middles, then sandwich a sherbet-dusted biscuit on top of each one. Store in a biscuit tin for 3 days.