Make the cookies: Beat the butter, granulated sugar and honey in a large bowl with a mixer on medium-high speed until fluffy, about 1 minute. Beat in
the egg, vanilla and lemon zest. Reduce the mixer speed to low; beat in the flour, baking soda and salt until the dough comes together. Cover and refrigerate until firm, 30 minutes.
Preheat the oven to 350 degrees F. Line 2 baking sheets with parchment paper. Grind the lavender in a spice grinder until crumbly. Mix with the coarse sugar in a medium bowl.
Roll rounded teaspoonfuls of dough into balls, then roll in the lavender sugar; arrange 2 inches apart on the prepared pans. Bake, switching the pans halfway through, until the cookies are browned around the edges, 12 to 15 minutes. Let cool 5 minutes on the pans, then transfer to racks to cool completely.
Meanwhile, make the filling: Beat the butter, lemon zest, lemon juice and vanilla in a large bowl with a mixer on high speed until light, 1 to 2 minutes. Reduce the mixer speed to medium; beat in the confectioners' sugar until smooth. Spread the filling on half the cookies (about 1 teaspoon per cookie). Sandwich with the remaining cookies.