Combine flour, salt and baking soda in bowl. Beat butter and sugar in large bowl until creamy. Beat in egg, lemon extract and vanilla until fluffy. Stir in flour mixture and pecans. Divide dough in half; shape into disks. Wrap in plastic wrap. Refrigerate 1 hour.
Heat oven to 350°F. On lightly floured surface with floured rolling pin, roll half of dough 1/8 inch thick. With floured 3-inch fluted round cookie cutter, cut out dough. Place, 1 inch apart, on ungreased baking sheets. With floured 1-1/2-inch round cookie cutter, cut out centers from half the cookies. Reroll centers and trimmings. Repeat with other half of dough.
Bake in 350°F oven 12 to 15 minutes, until lightly browned. Cool on racks. Store at room temperature or freeze.
Combine sugar, lemon juice, rind and butter in saucepan. Place pan in skillet half filled with simmering water over medium-low heat. Whisk in yolks; cook, stirring, until thickened enough to coat spoon, 15 minutes (temperature should read 160°F); do not boil. Pour into small bowl; cover surface directly with plastic wrap. Refrigerate to chill, 2 hours.
Sprinkle powdered sugar on cookies with cut-out centers. Spread 1 tablespoon curd over each cookie without cut-out center; top with sugared cookie, pressing lightly to form sandwich.