Preheat the oven at 350 degrees F.
In a medium bowl, whisk the flour, sugar, lemon zest, baking powder, nutmeg, and salt.
In a heavy duty mixer, beat lard until softened. Add the egg, vanilla, and dry ingredients all at once. Mix on low speed until a thick dough forms. Cook's Note: Dough can be piped into flowers, shaped using a cookie press, or rolled into 1-inch balls.
Place a piece of walnut or Turkish delight in the middle of each cookie and press a little.
Line the cookies on a baking sheet (ungreased, or lined with parchment paper), leaving a 1-inch space in between. Bake in the preheated oven 15 minutes, or until slightly browned around the edges. Remove from oven, allow to cool and dust with powdered sugar.