In a large bowl, using an electric mixer, cream the butter and sugar until light and fluffy. Add the egg, vanilla and lemon oil, if using, and mix well. Scrape the sides and bottom of the bowl. Sift together the flour and baking soda. Mix into the creamed butter, scraping the bowl again.
Divide the dough into 2 equal portions. On a piece of parchment or waxed paper, pat each portion into a 12-inch log. Use the parchment to roll smooth, even logs, about 1 1/2 inches in diameter. Refrigerate 2 hours or freeze 45 minutes, until firm.
Preheat oven to 325°F. Line a couple of large baking sheets with parchment paper or oil them lightly with canola oil. Slice each log into 1/8-inch rounds and arrange on the baking sheets about 1 inch apart. Bake 10 to 15 minutes, until the cookies are slightly golden brown.