In a large bowl mix the soft butter with icing sugar, the marzipan, the vanilla sugar and the lemon zest. Then knead in the flour. Form equal-sized rolls of the dough (approx 5 cm) then wrap them in cling film and leave to rest in the fridge overnight.
Preheat the oven to 180°
First whisk the egg yolk with a fork in a small bowl, then brush the dough sticks with it and then roll in sugar. It is best to spread the sugar evenly on a large plate beforehand. Carefully cut 1/2 cm thick slices then place them on a baking tray lined with baking paper. Bake for 10-15 minutes until golden. Leave to cool completely before eating them. They keep up to three weeks in a tin can.