Heat oven to 325°F. In large bowl, combine margarine and sugar; beat until light and fluffy. Add vanilla, lemon peel and egg yolk; blend well. Lightly spoon flour into measuring cup; level off. Stir in flour and hazelnuts; mix well. Shape into 1 1/4-inch balls. Place 2 inches apart on ungreased cookie sheets. With thumb, make an indentation in the center of each cookie.