I'm asking specifically for macarons (the fussiest cookie in the known universe),
so I wouldn't be interested in trying if it would negatively affect the way the sugar behaves in a macaron recipe, but a subtle flavoring could be pretty cool. I would try just burying the zest (in big easy to remove pieces) or the vanilla bean in the sugar and letting it sit, covered, for a couple of weeks.
I wouldn't mind if it required a bit of a whir in the food processor, as long as the sugar sifted and otherwise acted like it should in the recipe.
Advice? Caveats?
Best Answer
Disclaimer: I never made real macarons, but we have a very similar christmas cookie here in Germany (Swabia). Same ingredients, same method, just unfilled.
Reading your recipe, I can't see where you might run into a problem.
What you are potentially adding is a trace amount of liquid and fat. That could affect the stiffening your egg whites if added in the beginning (so if using your recipe flavoring the sugar - which I would usually do - is out).
But when adding together with the almonds, that shouldn't matter at all. Almonds contain so much fat, that a hypothetical drop of essential oil extracted from the lemon zest is virtually unmeassurable and the water content of almonds can be so different from one batch to another that the flavoured sugar wouldn't matter either.
Just make sure that your powdered sugar is dry and lump-free again when using.
Btw.: Rose petals in sugar work great, too (but you'd have to wait a few months to give it a try...).