Mix the butter, powdered sugar, marzipan, vanilla sugar and lemon zest until creamy. Sift the flour over it and knead in. Form a roll about 4 cm in diameter. Halve this crosswise and cover and chill for at least 4 hours (or overnight).
Preheat the oven to 175 ° C. Line 2 baking sheets with parchment paper.
Brush the pastry rolls with beaten egg yolk and roll in the sugar. Then cut into approx. 0.5 cm thick slices and place on the baking sheets. Bake for 10-15 minutes and allow to cool.