With a hand mixer, cream together butter and sugar until light and fluffy. Add eggs, zest, and vanilla, and mix until well combined. Add flour, a half cup at a time, and salt. The dough should look crumbly, but stay together.

Form dough into a log, wrap in plastic wrap and refrigerate for 1 hour.

Preheat oven to 375°F. Line several baking sheets with parchment paper.

Once dough is chilled, remove from the refrigerator and let sit for 15 minutes. Cut ¼-inch thick circles of dough from the log. 

Center ½ teaspoon of your desired filling (a few jelly beans or one peanut butter cup). Lift up 3 sides and pinch the corners together to make a triangle/hat shape. Be sure to leave the center of the filling exposed. Make sure you have pinched the corners together tightly so the filling doesn't spill out.

Place cookies on prepared baking sheet. Brush egg wash on cookie dough. 

Bake at 375°F for 15 to 18 minutes until golden. Transfer cookies to a cooling rack and cool before serving. Warning: candy fillings can be very HOT!