In a double boiler, combine the eggs, sugar, butter, lemon zest and lemon juice over simmering water. Cook, whisking, until thickened, about 15 minutes. Strain through a sieve into a bowl; let cool. Transfer the lemon curd to a resealable plastic bag. Refrigerate until ready to use. (The lemon curd can be made up to 5 days ahead.)
Using the tube of white decorating icing, draw an outline of a daisy on top of 20 cookies. Snip off a tiny corner of the bag of lemon curd and squeeze to fill the inside of the daisy petals. Squeeze an even layer of curd onto the remaining 20 cookies, bottom side up. Sandwich with the decorated cookies.