Make the filling: Beat the butter and sugar in a stand mixer fitted with the whisk attachment (or use a hand mixer) on medium-high speed until combined, about 1 minute. Add the egg yolks and beat until pale and thick, about 1 minute. Reduce the mixer speed to medium low; add the flour, lemon juice, lemon zest, nutmeg and salt and beat until just incorporated. Increase the speed to medium high and slowly pour in the buttermilk. Scrape down the sides of the bowl and continue beating until combined. Transfer to a large bowl.