Can I flavor powdered sugar with vanilla beans or citrus zest?
Disclaimer: I never made real macarons, but we have a very similar christmas cookie here in Germany (Swabia). Same ingredients, same method, just unfilled.

Reading your recipe, I can't see where you might run into a problem. What you are potentially adding is a trace amount of liquid and fat. That could affect the stiffening your egg whites if added in the beginning (so if using your recipe flavoring the sugar - which I would usually do - is out). 
But when adding together with the almonds, that shouldn't matter at all. Almonds contain so much fat, that a hypothetical drop of essential oil extracted from the lemon zest is virtually unmeassurable and the water content of almonds can be so different from one batch to another that the flavoured sugar wouldn't matter either.

Just make sure that your powdered sugar is dry and lump-free again when using.

Btw.: Rose petals in sugar work great, too (but you'd have to wait a few months to give it a try...).