In a medium saucepan, combine caster sugar and cornstarch, whisking until smooth. Add the egg, fresh lemon juice, and lemon zest. Cook over a bain-marie for about 10 minutes until thickened. Transfer to a bowl, cover, and refrigerate until cool.

Once your lemon curd is cool, scoop it into small portions using a teaspoon or melon baller and arrange them on a parchment-lined tray. Freeze for about 1 hour or until solid.

In a large bowl, cream together unsalted butter and caster sugar until light and fluffy, about 3-4 minutes. Mix in lemon zest and egg, then gradually add flour, baking soda, and salt until a soft dough forms. Chill for at least 20 minutes.

Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper. Portion the chilled dough into small balls. Flatten each ball, place a frozen curd scoop in the center, enclose it, and roll gently into a ball again. Roll in caster sugar.

Arrange cookie balls on the baking sheet with at least 2 inches apart and bake for 8-9 minutes until edges are lightly golden. Let cool on the baking sheet for a few minutes before transferring to a wire rack.