Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper.
In a large bowl, whisk together the flour, rolled oats, powdered sugar, and baking powder.
Add the cold butter and cut it into the dry ingredients using a pastry blender or your fingertips until the mixture resembles coarse crumbs.
Grate in the lemon zest, add the lemon juice and egg, and mix until a smooth dough forms.
Roll out the dough to a thickness of about 1/4 inch (5 mm). Use a cookie cutter to cut out round shapes. Cut out the center of half of the cookies with a smaller cookie cutter or knife.
Place the cookies on the prepared baking sheet and bake for 12-15 minutes, or until golden brown.
Let the cookies cool completely on a wire rack. Spread the whole cookies with lemon curd and top with the cut-out cookies to form sandwiches.
Dust with powdered sugar before serving for an elegant finish.
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