Prepare Cookie Filling: In a small saucepan over a medium setting, heat cream just until it comes to a boil. Pour hot cream over chocolate in a bowl. Let sit for 2 to 3 minutes. Gently whisk to melt chocolate. Stir in zest. Set aside to cool (the mixture will thicken as it cools).

Preheat oven to 350°.

In a large mixing bowl, cream the butter until light and fluffy. Gradually mix in the sugar.

Gradually beat in the egg whites. Add the vanilla extract and beat until well blended.

Add the flour and mix until just incorporated.

With a small (¼-inch) plain tip #12, pipe 2-inch sections of batter onto a parchment-lined sheet pan, spacing them 2 inches apart as they spread. (I've created a template you can use to space the cookies, as well as a shape template if you prefer to spread the dough out before cooking. Remove the template before baking.)

Bake for 10 minutes or until light golden brown around the edges. Watch them closely so they don't burn on the edges. Let cool on the pan for 5 minutes and remove to a cooling rack to cool completely before filling.

Spread a thin amount of the filling onto the flat side of a cookie while the filling is still soft and press the flat side of a second cookie on top. Repeat with the remaining cookies.