In a bowl, cream shortening and brown sugar. Add eggs, one at a time, beating well after each addition. Combine flour, baking soda and salt; add to creamed mixture and mix well. Cover and chill overnight.
For filling, combine sugar and cornstarch in a saucepan. Add water; stir to dissolve. Add raisins; cook and stir 2 minutes more. Remove from the heat. Stir a little of the hot mixture into beaten egg; return all to saucepan. Bring to a gentle boil; cook and stir for 2 minutes. Remove from the heat; stir in butter, lemon juice and zest. Cool.
Divide chilled dough into thirds. Roll out a portion at a time on a lightly floured surface to 1/8-in. thickness. Cut into 2-1/2-in. circles. Place 1 teaspoon filling on half of the circles; top with remaining circles. Pinch edges together to seal; place on greased baking sheets. Bake at 375° for 12 minutes or until lightly browned. (Use any leftover filling in tarts or as a dessert sauce over cake.)
If Cooking for Two: Freeze cookies in airtight containers or freezer bags; thaw as needed.