Beat cream cheese and butter on medium in a
mixer bowl until light and fluffy, about 2 minutes. Beat in sugar, lemon zest, and vanilla. Set aside at room temperature until ready to use, about 30 minutes.
Place filling in a pastry bag fitted with a coupler;
pipe about 1 tablespoon filling on flat side of half the cookies. Place remaining cookies on top of filling; gently press to squeeze filling to edges. Filled cookies can be stored at room temperature up to 4 hours.
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