Instructions: * Butter-unsalted, cut into 1/2 inch pieces, room temperature.

Filling: Dissolve cornstarch in lemon juice. Whisk egg yolks, sugar, 4 tablespoons butter and lemon peel in heavy saucepan. Whisk in cornstarch.

Whisk over low heat until smooth and thick enough to mound in spoon, about 5 minutes; do NOT boil. Cool to room temperature, whisking occasionally.

Add remaining 6 tablespoons butter 1 piece at a time, whisking until smooth. Cover tightly and refrigerate until well chilled. This part can beprepared 2 days ahead.

Cookies: Position rack in center of oven and preheat to 350 degrees.

Dab butter in 3 places on rimless baking sheets or use rimmed sheets turned over and dab the butter on the bottom side. Line with foil, leaving 2-inch overhang on short ends. Combine sugar, oats, flour and baking powder in large bowl. Add melted butter, milk, molasses and vanilla and stir with fork until just blended. Let stand 15 minutes. Drop batter onto prepared sheets by heaping teaspoonfuls, forming into 1-inch diameter rounds and spacing 3 inches apart. Bake until cookies bubble and begin to brown around edges, 6-7 minutes. Transfer foil with cookies to a work surface. Flatten cookies gently with spatula if necessary. Cool completely.

Cookies can be prepared 1 day ahead-store airtight. Just before serving, spread 3 teaspoons of filling evenly on bottom side of cookie, top with another cookie, bottom side in. Repeat procedure with remaining cookies and filling.

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