In a large bowl, combine the flour, ground walnuts, powdered sugar, baking powder, and vanilla sugar.
Add the cold butter, and using your fingertips or a pastry blender, cut it into the dry ingredients until the mixture resembles coarse crumbs.
Grate in the lemon zest, add the lemon juice and egg, and mix until a dough forms.
Wrap the dough in plastic wrap and refrigerate for 30 minutes to rest.
Preheat the oven to 350°F (180°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the dough to a thickness of about 1/8 inch (3-4 mm). Use cookie cutters to cut out round shapes. Cut a smaller circle out of the center of half of the cookies.
Place the cookies on the prepared baking sheet and bake for 10-12 minutes, or until lightly golden brown.
Let the linzer cookies cool completely. Spread lemon curd on the flat side of the solid cookies, and top with a cutout cookie to create a sandwich.
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