In a bowl, cream the butter and sugars. Separate one egg; refrigerate egg white. Add the egg yolk, second egg, vanilla and lemon zest to creamed mixture; mix well. Combine the flour, baking powder and salt; gradually beat into creamed mixture. Shape into three 7-in. rolls; wrap each in plastic wrap. Refrigerate for 2 hours or until firm.
Unwrap logs. Lightly beat reserved egg white. Combine pecans and sugar. Brush each log with egg white, then roll in pecan mixture, pressing firmly into dough.
Cut into 1/4-in. slices. Place 2 in. apart on ungreased baking sheets. Bake at 400° for 6-7 minutes or until very lightly browned. Remove to wire racks to cool. Combine glaze ingredients; drizzle over cookies.