Preheat oven to 375. Cream butter and sugar until light. Beat in yolk, vanilla and lemon zest. In a separate bowl, stir together the flour and salt and gradually add to the butter mixture, blending thoroughly. If the dough is too soft to handle, chill for 10 to 15 minutes. Divide dough in 3 even pieces, then roll each piece into ropes about 3/4 inch in diameter. Place the ropes 2 inches apart on ungreased baking sheets. Using your little finger, press a long groove down the center of each rope, taking care not to press all the way down to the sheet. Bake cookies for 10 minutes. Remove the sheets from the oven and carefully spoon the jam in the grooves down the center of each cookie. Return the baking sheets to the oven for 5 to 10 minutes until the cookies are firm to the touch and light golden brown. While the cookies are baking, mix the powdered sugar with 1 TBS water until smooth. As soon as the cookies come out of the oven, drizzle each ribbon with the glaze. Immediately cut the cookies at a 45 degree angle into 1 inch lengths. Allow cookies to cool for a few minutes before transferring to a wire rack. Cool completely.