Serves: 38 cookies
1) Preheat the oven to 190C/Gas 5. Line a baking sheet with parchment paper or a silicone sheet.
2) Pulse the sugar and lemon zest in a food processor until fine and fragrant.
3) Lay 1 of the puff pastry sheets on a lightly floured work surface. Brush the sheet with about half of the butter and sprinkle with half of the lemon-sugar. Lightly press sugar into the pastry with a rolling pin. Place the other pastry sheet on top, brush with the remaining butter and sprinkle with remaining sugar. Carefully roll the pastry out into a 30cm square, about 3cm thick. Trim uneven edges with a pizza cutter or a knife to make a perfect square.
4) Starting on the closest edge, roll the pastry up into a cylinder but stop at the mid point of the dough. Roll the pastry up on the opposite side so it looks like an old-fashioned scroll. Adjust the rolls so they are even and meet in the center. Wrap tightly in clingfilm and freeze until firm, 20 mins.
5) Slice the roll, crosswise, with a serrated knife into 0.5cm thick pieces and lay on the prepared baking sheet. Bake until the cookies soften, about 10 mins. Working quickly and efficiently, remove the cookies from the oven--if they have lost their shape, gently roll them back together. Let cool on the pan for a minute to set. Turn them with a spatula (take care to keep the shape) sprinkle with the yellow sugar and return to the oven. Continue to bake until golden brown, about 15 more mins. Transfer cookies to a rack, sugary sides up, to cool. Serve.
6) Store cookies in a tightly sealed container for up to 3 days.
* Cook's Note: Sanding sugar has a slightly larger crystal and is used to decorate cookies. It can be found both in many supermarkets or specialty stores.