For the cookies: Preheat the oven to 350 degrees F. Line 2 baking sheets with parchment paper and set aside.
Using an electric mixer, beat the butter and granulated sugar until the mixture is light and fluffy. Add the egg yolks, vanilla and zest, and beat until combined. Add the flour to the mixture, a little at a time, until a soft dough forms.
Divide the dough in half and, using your hands, shape it into 2 logs, each 2 inches in diameter. Wrap the logs in waxed paper and refrigerate until firm, about 30 minutes, or place in the freezer for 15 minutes. Cut the logs into 1/4-inch-thick slices and place them on the prepared baking sheets about 2 inches apart.
Bake the cookies for 15 to 18 minutes, or until the edges are slightly browned. Remove from the oven and allow to cool on the baking sheets for 10 minutes.
For the glaze: Meanwhile, in a small bowl, whisk together the confectioners' sugar, limoncello, lemon zest and lemon juice. Dip the top of each cookie into the glaze, and place the cookies on a cooling rack set over the baking sheets. Allow to set for about 15 minutes before serving. Store in an airtight container for up to 2 weeks.
After whisking together the glaze, pour it out onto a salad plate or a small bowl to make dipping the cookies easier, or brush the glaze on with a pastry brush.