Beat the softened lard with the sugar. Add the baking soda and the eggs one at a time. Gradually knead a dough with the flour.
Finally, add the vanilla and grated lemon rind. Shape pellets, arrange them in a tray with baking paper and press lightly with a cup or something similar.
Optionally, place a nut in each one. Bake them in a low, pre-heated oven to pinking.