Preheat oven to 350° F and line two baking sheets with parchment paper.
Beat butter until smooth and creamy using electric beaters or a stand mixer with the paddle attachment.
Add fennel pollen sugar and lemon zest, beat until light and fluffy, 2-3 minutes.
Add egg, mixing until thoroughly combined. You may need to stop the mixer and scrape the bottom and sides of the bowl. Add lemon juice.
Whisk together flour, salt, and baking soda in a bowl. Add dry ingredients to mixer and blend on low speed until just combined.
Scoop cookie dough into small balls (about 1 ½ tablespoons). If the dough feels very sticky, it may help to chill it in the refrigerator for 30 minutes before rolling.
Roll cookie dough balls in fennel pollen sugar, tossing to coat all over. Place cookies on prepared baking sheets, about two inches apart. Flatten lightly using your fingers or the bottom of a measuring cup.
Bake for about 8-10 minutes. The cookies should look just slightly underdone in the middle but baked around the edges. Allow cookies to cool for a few minutes before removing from sheet pan and placing on a cooling rack.
Try not to eat them all in one sitting!