Preheat the oven to 350 degrees Fahrenheit and line cookie sheets with nonstick baking mats or lightly spray them with nonstick cooking spray.
In the bowl of an electric mixer, mix together cake mix, egg, lemon extract and melted butter until combined.
Scoop and roll dough into 1 1/2" balls. Arrange on prepared cookie sheets at least 2" apart. Press dough balls down with the palms of your hands to flatten slightly.
Bake for approximately 8 to 9 minutes. Remove them from the oven and allow them to cool for a few minutes on the cookie sheets before carefully removing them to a cooling rack to cool completely.
Prepare the glaze by whisking together powdered sugar, fresh lemon juice and milk. If the glaze is too thick, add a little more milk. If it's too thin, add a little more powdered sugar. Drizzle glaze over cooled cookies and allow the glaze to set completely before storing the cookies in an airtight container.