Preheat the oven to 375 degrees

Line baking sheets with parchment paper and spray with nonstick cooking spray

In the bowl of a stand mixer on medium speed, beat the egg whites until foamy

Add the baking powder, salt and sugar and continue beating on medium speed until stiff peaks form

In another bowl combine egg yolks, vanilla and lemon zest, beat with fork until thoroughly mixed

Fold the yolks into the egg white mixture just until combined

Sift the flour over the egg mixture and fold in until the batter is smooth and light

Drop just about 2 teaspoons of batter for each cookie about 2 inches apart onto baking sheets

Top each off with a Rolo in the center and press down lightly

Bake for 12 minutes or until golden

Cool on the sheets for 5 minutes then move to racks to cool completely