Add the baking powder, salt, and brown sugar to the foamy egg whites. Continue beating on medium speed until the mixture forms stiff peaks — it should hold its shape when you lift the whisk.
In a separate bowl, combine the egg yolks, vanilla extract, and lemon zest. Beat them with a fork until they are thoroughly mixed. Gently fold this yolk mixture into the stiff egg whites until just combined; you don't want to deflate the whites too much.
Sift the all-purpose flour over the egg mixture, then carefully fold it in until the batter looks smooth and light, with no streaks of dry flour remaining. Drop about 2 teaspoons of batter for each cookie onto the prepared baking sheets, leaving about 2 inches of space between them. Top each dollop with a Rolo in the center and press down lightly.