Grease a 15- x 10- x 1-inch jellyroll pan with vegetable oil, and line with waxed paper. Grease waxed paper with vegetable oil; set aside.
Beat egg yolks in a large mixing bowl until thick and lemon colored; set aside.
Combine sugar and water in a medium saucepan; cook over medium heat, stirring constantly, until mixture reaches thread stage (234°). Remove from heat; slowly pour syrup into egg yolks, beating constantly, about 5 minutes or until mixture is cool. Stir in lemon rind and juice.
Beat egg whites (at room temperature) until stiff peaks form. Gently fold about half of the whites into yolk mixture. Sprinkle flour over batter; fold in gently. Fold remaining whites into batter. Spread batter evenly in prepared pan. Bake at 350° for 15 minutes.
Sift 3 to 4 tablespoons powdered sugar in a 15- x 10-inch rectangle on a linen towel. When cake is done, immediately loosen from sides of pan, and turn out onto sugar. Peel off waxed paper. Starting at narrow end, roll up cake and towel together; cool on a wire rack, seam side down.
Unroll cake and remove towel; spread with Orange Filling and reroll. Place on serving plate, seam side down; sprinkle with additional sifted powdered sugar. Chill until serving time.