Preheat oven to 350 degrees. Line a baking sheet with parchment paper or baking mats; set aside.
In a bowl, stir together the egg, sugar, olive oil, lemon zest and lemon juice until well combined. Stir in the baking soda until combined. Add in the flour and stir until the mixture forms a batter.
Place the powdered sugar in a small bowl. Using a small scoop or spoon, measure out the dough and roll into balls. Roll the balls in the powdered sugar and place on the baking sheet about two inches apart.
Bake in preheated oven for about 12 minutes. Let cool for five minutes before removing to cooling rack to cool completely.
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Notes
Olive oil: the olive oil gives the cookie a moist and sweet flavor. Opt for a neutral extra virgin olive oil rather than a heavily flavored one.
Lemon: an entire lemon (zest and juice) is needed for this recipe. If you happen to really love lemon, you can double the amount used. Or, if you wanted to try with a different flavor, orange juice and zest could be used instead.
Powdered sugar: to finish off this cookie, I roll the dough balls in powdered sugar before baking. You can, however, omit this step altogether. Alternatively, you can bake and then sprinkle powdered sugar on the cookie before serving.
Storage: store in an airtight container in the refrigerator for up to a week. Or you can freeze in an airtight container for up to a month.