Preheat oven to 350° with racks in upper and lower thirds. In a large bowl, using an electric mixer, beat butter and sugar on medium-high until light and fluffy, about 2 minutes. Add egg yolk, lemon zest, lemon juice, and salt and beat until combined; beat in nuts. With mixer on low, add flour and beat just until combined, about 2 minutes. Form dough into a 4 1/2-inch long log, wrap in plastic, and freeze until firm, about 30 minutes. Cut into 1/4-inch slices, transfer to two parchment-lined baking sheets, and freeze 5 minutes. Bake until golden at edges, about 14 minutes, rotating sheets halfway through. Let cookies cool completely on wire racks.