Beat together butter and sugar. Finely grate the rind of the lemons and stir into mixture. Beat in one egg yolk and the egg. Sift together flour, pepper, and salt; stir into the butter mixture. Dough will be stiff. Knead on a smooth surface, and form into a log shape about 8 inches long with flat ends. Wrap in airtight plastic wrap and let stand at room temperature for one hour.

Preheat oven to 350 degrees F (175 degrees C). Line cookie sheets with aluminum foil or baking parchment. Cut the dough into 12 even pieces. Cover with plastic wrap.

On a floured surface, gently roll one piece of dough at a time into a 10 to 11 inch long roll, slightly tapered at the ends.

Shape dough into a pretzel shape by crossing the two ends about 2 inches from the ends and bring them to the other side. Dab a bit of water under the ends where they cross the other side of the pretzel. Place pretzels 2 inches apart on cookie sheets.

Mix the remaining egg yolk with 1/2 teaspoon of water. Brush the pretzels with the mixture, and sprinkle with crystal sugar (optional).

Bake for 30 minutes, reversing cookie sheets top to bottom and front to back once during baking. Pretzels will turn golden brown. Let cool on wire racks.