Preheat oven to 350ºF.
In a large bowl, with an electric mixer, cream butter and sugar; add extract. Sift together flour and salt; add to creamed mixture and mix well. Roll level teaspoonfuls into balls. Place 1: apart on ungreased cookie sheets; flatten slightly. Bake for 8-10 minutes. Cool on racks.
Filling: Combine egg, sugar, lemon juice, lemon peel, and butter in the top of a double boiler. Cook until thickened, stirring constantly. Cool.
Spread filling on half of the cookies and top each with another cookie; roll in confectioners sugar.