1. Preheat the oven to 350F.
2. In the bowl of a mixer (or with an electric whisk), whip the butter and sugar for 4 minutes. Add the whole egg and vanilla; mix.
3. Mix the flour, yeast, baking soda, and salt. Add to the preparation.
4. Add the milk, whipping slowly.
5. Transfer the preparation to a piping bag with a plain tip.
6. On a baking sheet covered with parchment paper, form small mounds of dough, spaced apart.
7. Bake for 10 minutes.
8. Remove from the oven and let the whoopies cool on a rack.
9. Prepare the lemon cream: in a glass bowl, whip the eggs with the sugar until the mixture is pale. Add the lemon juice and mix. Cook in a double boiler, stirring until a thick cream is obtained. Incorporate the butter, stirring.
10. Remove from the heat and let cool, stirring from time to time to prevent a skin from forming on the cream.
11. Fill half of the whoopies with lemon cream and top with another one.
12. Serve immediately.