Step 1

In a large bowl, stir the flour, salt, sugar, lemon peel, and thyme together. With your fingertips, rub the butter into the dry ingredients until a coarse, crumbly mixture forms.

Step 2

In a small bowl, blend the lightly beaten egg, egg yolks, and water together. Reserve 1 tablespoon of the egg mixture for brushing.

Step 3

Make a well in the center of the flour. Add the remaining egg mixture and blend together with your hands without kneading the dough together. The dough will look a bit crumbly.

Step 4

Turn the dough out onto a lightly floured work surface. Knead the dough together once or twice, just until it sticks together. Press the dough into a 1-inch-thick disc, wrap in plastic film, and refrigerate until firm, about 1/2 hour.

Step 5

Preheat the oven to 350°F (175°C) and line the bottom of a baking sheet with parchment paper or a nonstick baking mat.

Step 6

Remove the shortbread dough from the refrigerator, unwrap, and place it on a floured work surface. Press the dough into a 6-by-5-inch rectangle. Using a rolling pin, roll the dough into a larger 10-by-7-inch rectangle about 1/4 inch thick.

Step 7

Cut the shortbread dough in half, forming two 5-by-7-inch pieces. Using a pizza wheel or sharp paring knife, cut into 1/2-inch-wide strips.

Step 8

Carefully place the shortbreads on the prepared baking sheet leaving a little room between each cookie. Brush the tops with the reserved egg mixture and sprinkle a little coarse sea salt on top. Gently press the salt into the surface of each shortbread.

Step 9

Bake until the shortbreads are lightly browned, 20 to 25 minutes. Transfer to a cooling rack and serve warm or at room temperature. Store the shortbread in an airtight container at room temperature for up to 1 week.