How to Make It
Preheat oven to 375°F with oven racks in the top third and bottom third of oven. Beat granulated sugar and 1/2 cup of the butter with an electric mixer on medium speed until light and fluffy. Add egg, egg yolk, vanilla, food coloring gel, and 1 tablespoon of the lemon zest, and beat on low speed until just combined. Add flour to butter mixture, beating on low speed just until flour is incorporated. Place sanding sugar in a shallow dish. Drop dough by tablespoonfuls into sugar, rolling to coat, and place 2 inches apart on parchment paper-lined baking sheets.
Bake in preheated oven until cookies are just set, about 8 minutes, switching pans top rack to bottom rack halfway through baking. Transfer to wire racks, and cool cookies on pans 5 minutes. Remove cookies from pans to wire racks, and cool completely.
Beat powdered sugar, milk, lemon juice, and remaining 1/4 cup butter and 1 tablespoon lemon zest on medium speed until light and fluffy. Pipe 2 teaspoons lemon filling onto flat side of half of the cookies. Cover with remaining half of cookies, flat side down, and gently press.