Sieve the confectioner's sugar into a medium-sized bowl to remove any lumps.
Slice the lemon in half, and squeeze the juice out into a small bowl or cup.
Incorporate the lemon juice, 1 tablespoon at a time, to the confectioner's sugar, until a smooth, thick paste has formed. You may need to add 1 or 2 tablespoons water to reach the correct consistency.
Add any food coloring if desired, and then ice your cookies using a palette knife, or an icing bottle.