Beat the softened butter until light and creamy, then mix in the sugar alternative and lemon zest until fully combined

Scrape the bowl and blend in vanilla flavor and lemon juice, then gently mix in the egg yolk until smooth

Lower the mixer speed and gradually mix in the flour until the dough just comes together

Shape the dough into a thick disc, wrap securely, and chill until firm enough to roll

Preheat the oven and prepare baking sheets with parchment paper

Roll the chilled dough on a lightly floured surface and cut into uniform shapes

Bake until set with lightly golden bottoms, then cool completely on a rack

Beat butter for the filling until creamy, then blend in powdered sugar alternative, vanilla flavor, and lemon zest

Slowly add heavy cream until the filling is smooth and spreadable

Spread or pipe filling onto half of the cookies and top with remaining cookies to form sandwiches