In large bowl, beat butter, 1/2 cup sugar, 1 tablespoon lemon zest, the rosemary and egg with electric mixer on medium speed, or mix with spoon. Stir in flour, baking soda and salt.
Divide dough in half. Shape each half into 9-inch roll, 3/4 to 1 inch in diameter. Wrap and refrigerate about 2 hours or until firm.
Preheat oven to 375 degrees. Mix 3 tablespoons sugar and 1 teaspoon lemon zest. Roll dough in sugar mixture to coat. Cut rolls into 1/4-inch slices. Place about 2 inches apart on ungreased cookie sheet. Bake 5 to 8 minutes or until edges are light brown. Immediately remove from cookie sheet to wire rack. Cool completely.