Preheat the oven to 350 F. Mix sugar, all-purpose flour, baking powder and baking soda in a bowl. In a separate bowl, mix the egg, vegetable oil, lemon juice and vanilla bean paste.
Combine dry ingredients with wet ones until incorporated. Knead the thick but soft dough. Wrap dough in plastic wrap and put into fridge for 1 hour (to prevent them from spreading out in the oven as much). Cover the baking sheet with parchment paper.
Shape into balls about 1 inch in diameter, place on parchment paper and make a well in the center with your thumb. You can also make this in the middle of baking. Bake for 12 minutes total.
After 6-7 minutes, take out the baking sheet and use the back of a spoon to gently make sure there is still a indented divot in the center to set your curd.
Remove the finished cookies from the oven once very lightly browned on top. Immediately fill the cookies with the lemon curd while they are hot.
Leave for 20-30 minutes for the curd to harden and cookies to cool. It will still be soft, however, it won't run or drip if the cookie is tilted.