Heat the oven to 190 °C. Mix the flour, salt, and lemon peel. Add the hardened butter, cut into very small pieces, and quickly mix everything together by hand to form a ball. Cover the ball with a cloth and leave to rest in a cool place (but Not in the fridge), for 1 1/2 hours. Divide the pastry into 5 equal parts. Roll 4 into 15 cm squares, about 1/2 cm thick. With the 5th part, make 4 small rounds. Butter a baking tray. Peel and core the apples. Mix the icing sugar, cognac, soft butter and egg yolk, and fill the apples with this mixture. Place an apple on each suare of pastry, and fold up the corners to cover the apples. Put a round of pastry on top of each one. Put the apples onto the tray and brush with beaten egg. Bake in the center of the oven until golden (about 25 mins). Serve hot or cold. These may be served with whipped cream or with Marsala poured over them. You may improve the stuffing by adding sultanas and currants if you wish.