Place the butter in a bowl. Beat in the sugar, vanilla seeds and salt using the whisk on a hand mixer, continue to beat for approx. 2 mins. Finely grate the orange zest into the mixture, squeeze out ½ of the juice and set aside. Mix in the egg and continue to beat until the mixture becomes lighter in colour. Mix in the orange juice. Combine the flour and baking powder, quickly add to the egg mixture and mix together to form a dough. Cover the dough and leave to rest for approx. 30 mins.
To shape the cookies
Shape one walnut-sized portion of dough into a thin roll, twist and place on a baking tray lined with baking paper, repeat these steps with the remainder of the dough. Whisk together the egg yolk and milk, brush the pieces of dough with the egg wash.
Approx. 30 mins. in the centre of an oven preheated to 160°C. Remove from the oven, transfer to a cooling rack and leave to cool.