Place the flour, powdered sugar, and salt in the bowl of a stand mixer fitted with the paddle attachment and mix briefly to combine.
Add the softened butter, egg yolks, vanilla (packet, 1 tsp sugar, or 1 tsp extract), and lemon zest to the bowl; mix on low until the dough comes together, then increase to medium and beat until smooth. If the dough is too sticky, add a little more flour.
Form the dough into a ball, wrap tightly in plastic wrap, and refrigerate for at least 2 hours or overnight.
Preheat the oven to 350°F (180°C) and line a baking sheet with parchment paper or a silicone baking mat.
Divide the chilled dough into 20 equal pieces and roll each into a ball about 3/4 inch (just under 2 cm) in diameter. Place the balls about 1 inch apart on the prepared baking sheet.
Use the end of a wooden spoon or the back of a rounded teaspoon (dip in flour if it sticks) to press a shallow indentation into the center of each ball without pressing through.
Fill each indentation with a small spoonful of raspberry jam or red currant jelly.
Bake on the middle rack for 10–15 minutes, until the edges just begin to turn light golden; cookies should remain fairly pale.
Let the cookies rest on the baking sheet for a couple of minutes, then transfer to a wire rack to cool completely. Lightly dust with powdered sugar before serving.