Cream butter and sugar until light and fluffy. Add egg yolks, one at a time, beating well after each addition. Beat in vanilla and lemon juice. In another bowl, whisk flour and salt; gradually beat into creamed mixture. Refrigerate until easy to handle, about 1 hour.
Preheat oven to 350°. Divide dough into three portions. On a lightly floured surface, roll each portion to 1/4-in. thickness. Cut with a floured 2-in. round cookie cutter. Place 1 in. apart on ungreased baking sheets. Bake until edges are very lightly browned, 8-10 minutes. Remove to wire racks to cool.
For filling, spread raspberry preserves on the bottoms of half of the cookies; cover with remaining cookies.
For icing, combine sugar, lemon juice, food coloring if desired, and enough milk to achieve a drizzling consistency. Drizzle over cookies.