Step 1

Preheat the oven to 375 degrees. Line baking sheets with parchment paper and spray with nonstick cooking spray.

Step 2

In the bowl of a stand mixer on medium speed, beat the egg whites until foamy. Add the baking powder, salt and sugar and continue beating on medium speed until stiff peaks form.

Step 3

In another bowl combine egg yolks, vanilla and lemon zest, beat with fork until thoroughly mixed. Fold the yolks into the egg white mixture just until combined.

Step 4

Sift the flour over the egg mixture and fold in until the batter is smooth and light. Drop just about 2 teaspoons of batter for each cookie about 2 inches apart onto baking sheets. Top each off with a Rolo in the center and press down lightly.

Step 5

Bake for 12 minutes or until golden. Cool on the sheets for 5 minutes then move to racks to cool completely.