In mixer, beat together butter and sugar until smooth. Add egg, vanilla and lemon zest, mixing well.
Add flour mixture; stir until just combined.
Form dough into a disk, wrap in plastic wrap and refrigerate for at least 1 hour.
Preheat oven to 350 degrees.
Meanwhile, use a food processor or place hard candies in heavy-duty bag and break with a rolling pin. Set aside.
Flour work surface and roll out chilled dough to about 3/8-inch thickness. Use a large star cookie cutter to cut out star shapes. Place on parchment-paper lined cookie sheet. Use a smaller star cookie cutter to cut out hole in center of cookie. Chill and reroll dough as needed.
Fill the star center with crushed candies. Be sure it's filled but not overfilled. Bake until cookies are set and centers are melted, about 12-14 minutes. Let cool until candy centers have hardened.