In a mixing bowl, whisk the egg, granulated sugar, and lemon zest until pale and frothy.
Slowly pour in the light olive oil while whisking, then add the yuzu juice and mix well.
Stir in the sifted all-purpose flour and baking powder, then knead gently by hand for a few seconds.
If the dough is too sticky, dust your hands with a bit more flour (1–2 tablespoons) to help handle it.
The dough should be soft, slightly sticky, but easy to work with.
Wrap the dough in plastic wrap and refrigerate for 30 minutes to 1 hour.
Divide the dough into 18 small pieces. Roll each piece between your palms to form a ball.
Use your thumb to gently press a small indent in the center of each cookie.
Place the cookies on a baking sheet lined with parchment paper, leaving about 5–6 cm (2 inches) between them.
Chill the shaped cookies in the fridge for 1 hour, or up to 1 day. This helps them hold their shape while baking.
Preheat the oven to 180°C (356°F).
Bake the cookies in the middle of the oven for 5 minutes, until they puff up and begin to crack.
Without opening the oven, lower the temperature to 170°C (340°F) and bake for another 8–10 minutes, until set but still soft.
Remove the cookies from the oven and let them cool on a wire rack for about 30 minutes.
Once completely cool, fill each cookie centre with yuzu curd.
Dust the yuzu cookies with powdered sugar if desired, and serve.