In a heatproof bowl, whisk together caster sugar and cornstarch until smooth. Add an egg, fresh lemon juice, and lemon peel, continuing to whisk. Place the bowl over a simmering pot of water and cook for 8-10 minutes, stirring constantly until thickened. Once thick, stir in unsalted butter until melted, then cool the curd before freezing in small portions.

In a mixing bowl, cream together the softened unsalted butter and caster sugar until light and fluffy, about 3-5 minutes. Add in the lemon zest and vanilla paste, then beat in the room-temperature egg until well combined. Gradually fold in the sifted all-purpose flour, salt, and baking soda to create a soft dough. Cover the dough with plastic wrap and refrigerate for 20 minutes to firm up.

Preheat your oven to 180°C (350°F). Take a portion of chilled dough and flatten it into a disc shape. Place a frozen lemon curd ball in the center of the dough, then carefully fold the edges over, sealing the curd inside. Shape the dough into a ball, then roll each cookie in granulated sugar and place them spaced apart on a lined baking tray.

Once your oven is preheated, bake the stuffed lemon cookies for 8-9 minutes or until the edges are golden and the centers remain soft. Allow the cookies to cool on the tray for a few minutes before transferring them to a wire rack.