Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large bowl, cream the softened butter and granulated sugar together until light and fluffy.
Beat in the egg yolk, lemon zest, lemon juice, and vanilla extract until well combined.
In a separate bowl, whisk together the flour, baking powder, and salt.
Gradually add the dry ingredients to the butter mixture, mixing until just combined and a soft dough forms.
Roll the dough into small 1-inch balls and place them on the prepared baking sheet.
Use your thumb or the back of a measuring spoon to make a deep indentation in the center of each ball.
Bake for 12-15 minutes or until the edges are lightly golden.
Remove from the oven and immediately re-press the centers if they have risen.
Allow to cool slightly, then fill each indentation with a teaspoon of lemon curd.
Let the cookies cool completely before serving.