Lemon butter cookies

From: Martha Stewart Living...
zest of one lemon
2 sticks of unsalted butter
1/2 cup powdered sugar
1 egg yolk
2 t vanilla
1 cup flour
Beat butter in an electric mixer until well combined.  Add zest, powdered sugar, egg yolk, and vanilla.  Slowly add flour, mix only until combined. Scrap the bowl with a spatula.  Divide the batter into two even parts and flatten to a disk and refrigerate half hour.  Remove from fridge and roll into a sausage looking shape and put into a paper towel inner, and refrigerate for another half hour.  
Whisk one egg yolk and spread evenly over dough.  On wax paper sprinkle sugar (decorative colors for the appropriate season).  Roll dough into the sugar, and cut into 1/4 inch pieces.  Bake at 350 degrees for 12-14 min. Do not allow them to get any color, remove them before they brown.