Using stand mixer fitted with paddle attachment, place butter and sugar in bowl and mix on low until combined. Increase speed to medium and mix until light in color.
Add yolks in 1 at a time, mixing after each addition. Add vanilla and mix until just combined.
Add dry ingredients to butter mixture. Mix on low until dough forms.
Lightly whisk egg white in small bowl.
Roll dough into 1-inch balls. Dip each ball in egg white then roll in chopped pecans.
Place balls on cookie sheet pan lined with parchment paper. Bake 4 minutes then remove from oven and indent with thumb to make small well in middle of each cookie. Return to oven and bake an additional 7 to 9 minutes, or until edges begin to brown.
Remove from oven and let cool completely then place #2 tip in piping bag and fill with lemon curd (you can also fill a zip close bag with curd and cut off corner to use as piping bag). Pipe lemon curd into center of cookies and serve.
Place sugar, lemon juice, yolks, and whole eggs in small non-reactive saucepan. Whisk to combine.
Place over low heat and cook until mixture begins to simmer and thicken.
Strain into a bowl through cheesecloth or fine mesh strainer then add cubed butter and stir until butter is melted. Place plastic wrap directly on surface of lemon curd and refrigerate to cool.