In a medium metal bowl whisk together eggs, sugar, lemon juice, blood orange zest and juice. Set metal bowl over a simmering pan of hot water (make a double boiler) and cook mixture, whisking constantly for 8-10 minutes, until thickened. Add butter and whisk to combine. Be careful, not to overcook the eggs. Remove from heat and strain through a very fine mesh sieve. Cover with plastic wrap and let it cool to room temperature (it will thicken been more), before you fill cookies with it. Keep in an air tight container in the fridge for up to 1 week.

In the bowl of a stand mixer with paddle attachment beat butter on high until creamy (2 minutes). Add sugar and vanilla extracts. Beat on medium until combined. Scrape down the sides of the bowl if needed.

Add flour and beat on low, until it is slowly incorporated and dough is formed. Wrap dough with plastic wrap and chill for 1 hour.

Take out of the fridge and let dough soften just a little for 5-10 minutes. Scrape about 1 tbsp of cookie dough and roll into balls. Line a baking sheet with parchment paper (silpat ) and place balls on it, leaving about 2 inches in between. Using your thumb (or a 1/2 tsp measuring spoon) make and indentation. Chill cookies for at least 30 more minutes.

Preheat oven to 350 F (177 C). Bake cookies for 14-15 minutes, until very lightly browned. If for some reason the thumbprint indentations have puffed up, very carefully press with the back of a measuring spoon (or a similar object) to re shape it. Let cookies cool on baking sheet for 10 minutes, then transfer to a cooling rack and let them cool completely.

Fill each cookie with about 1 tsp blood orange curd.

Keep in an air tight container in the fridge for up to 5 days.