In a heatproof bowl, whisk together caster sugar and cornstarch until well blended. Gradually add in the egg, followed by fresh lemon juice and lemon peel. Place over simmering water, stirring continuously for about 10 minutes until thickened. Remove from heat, mix in the butter until melted, and let cool slightly before wrapping in plastic. Refrigerate for at least 30 minutes to set.

Once the lemon curd has thickened and chilled, use a spoon to scoop it into 10 equal portions. Place these portions onto a lined tray, spacing them evenly. Freeze the curd for approximately 1 hour or until solid.

In a large mixing bowl, cream together the unsalted butter and caster sugar until light and fluffy. Add in the lemon zest, blending well before incorporating the egg. Gradually sift in all-purpose flour, salt, and baking soda, mixing until a soft dough forms. Chill the dough in the refrigerator for about 20 minutes.

Preheat the oven to 350°F (180°C). Take a portion of chilled cookie dough and flatten it in your palm. Place a frozen lemon curd ball in the center, wrapping the dough around it completely. Roll the filled dough into a ball and coat it in granulated sugar. Repeat with the remaining dough and lemon curd.

Arrange the sugar-coated cookie balls on the baking tray, spacing them 2 inches apart. Bake for 8-9 minutes or until edges are lightly golden. Allow the cookies to cool on the tray for a few minutes before transferring to a wire rack to cool completely.