Rather than pretend like this recipe is my own, just follow this link and the real creator will tell you how its done. The only thing I did differently was that I only rolled the cookies in sugar rather than sugar and more lemon zest. I thought they were zesty enough.
PS these cookies are MUCH better the day after or when they have become room temperature. Don't even bother tasting them right out of the oven because they aren't that great.
Recipe by A Sue Chef at http://www.asuechef.com/lemon-almond-cookies/