In small saucepan, melt butter until light amber in color. Brush madeleine pan very lightly with melted butter and blot with a paper towel to remove excess butter. Set aside remaining butter left in saucepan. Dust pan lightly with small amount of flour and tap pan to remove excess.
Place hazelnuts and 2 tablespoons of powdered sugar in food processor fitted with a steel blade and process until very fine.
In large bowl, combine hazelnut mixture, remaining powdered sugar, flour, and salt. Add egg whites, vanilla, and lemon zest; whisk to combine. Add remaining melted butter and whisk until incorporated. Fill molds evenly with batter. Bake 14 to 18 minutes. Cool 2 minutes, and remove from pan. Cool completely on racks. Dust cookies with additional powdered sugar, if desired.