For the Lemon Curd:
In a medium, heavy, non-reactive saucepan, combine the eggs and egg yolks, lemon zest, lemon juice, sugar and butter. Bring to a full boil, whisking constantly, over medium-high heat. Boil for 1 minute, whisking constantly; it will be fairly thin. Remove from heat; whisk for 30 seconds more. Let stand until cooled to warm. Strain the lemon curd through a fine sieve into a medium bowl. Cover tightly and refrigerate until chilled and thickened, at least 1 1/2 hours. (The lemon curd may be refrigerated for up to 4 days.)
For the dough:
Preheat the oven to 350° F. Grease several baking sheets or coat with non-stick spray like Baker’s Joy®. In a medium bowl, thoroughly stir together the flour, baking powder, baking soda and salt; set aside. In a large bowl, with an electric mixer on medium speed, beat together the butter, sugar, and lemon zest until very light and fluffy. Add the egg yolk, 1 Tbsp. water, the vanilla and lemon juice and beat until thoroughly incorporated. Reduce the speed to low and beat in half the flour mixture. Gradually beat or stir in the remaining flour mixture until well blended.
Shape portions of the dough into generous 1 1/4-inch balls with lightly greased hands. Place on the baking sheets, spacing about 2 1/2 inches apart. Using your thumb or knuckle, press a deep well into the center of each ball; take care not to break through the dough, or the lemon curd will leak out during baking. Place about 3/4 tsp. lemon curd in each well, mounding it slightly.
Bake 11-13 minutes or until the edges just begin to brown.