In a medium bowl, stir together the flour, baking powder and salt; set aside. In a large bowl, whisk the oil, eggs, egg yolk, sugar, zest, both juices and brandy until smooth. Gradually stir in the flour mixture until a sticky dough is formed. Wrap in plastic wrap, flatten into a disk and chill overnight.
When ready to bake, preheat oven to 375 degrees F.
Working with about one quarter of the dough at a time and leaving the remaining in the refrigerator, roll on lightly floured surface a little less than 1/4-inch thick.
Cut circles (or other fun shapes) using cookie cutters 2 1/2 to 3 inches.
Place a spoonful of filling in center (about 1 teaspoon per cookie) and then pinch one side up. Turn and pinch second and then third to make a triangular shape. Leave a little bit of the filling showing at the top. For non-traditional shapes, use your imagination: tubular, squares, bite-size or even some flat cookies depressed in the center with a bit of filling there.
Place cookies on parchment paper on cookie sheet, brush with a little beaten egg for sheen and bake until nicely browned, 10 to 15 minutes.
Keep room temp in airtight container but consume within 3 to 4 days, tops.
Combine everything except the lemon zest and juice and the beaten egg into a saucepan and cook over moderate heat until thick, 10 to 15 minutes. Stir often.
Add zest and juice. Take a bit of the filling and mix it into the beaten egg. Repeat, then mix the egg mixture into the pot of filling. Cool overnight.
