In a medium bowl, mix 1 cup sugar and 3/4 cup oil well. Add in 2 eggs and combine thoroughly. Add in the zest and grapefruit juice and mix until incorporated.

Transfer to a small saucepan. Heat over medium heat, stirring regularly, until the curd is thick enough to coat the back of a spoon, about seven minutes. Remove from heat and spoon into serving glasses. Let sit in the freezer to set for an hour.

Meanwhile, combine the remaining cup of sugar, remaining 3/4 cup oil, four egg yolks, 1/2 cup lemon juice, and zest in the same bowl. Heat it over the same pot and cook until bubbling and coating a spoon, about seven minutes. Remove from heat.

Crumble a finger cookie and place over grapefruit layer. Spoon the lemon curd over the finger cookies and set in the fridge, covered, at least overnight.