We also set aside a clean paper towel tube from a just finished roll of paper toweling.
Into our KitchenAid stand-up mixer, fitted with the paddle attachment, we combine the butter and confectioners’ sugar. Over a piece of wax paper, we zest the orange (rinsed and patted dry, of course) using our microplane. We add the teaspoon of orange zest to the mixer along with the vanilla extract. We start mixing on speed 4 and then increase to speed 6. We want the butter and sugar to mix well. After just a couple of minutes, we stop the mixer and scrape down the sides of the bowl with a spatula.
Onto a large piece of parchment paper, we dump the sifted dry ingredients. We turn the mixer to speed 2 and gradually add the dry ingredients with the help of the parchment paper. When the ingredients are just combined, we turn off the mixer and scrape the sides of the bowl again. We give the mixture another quick mix on speed 2 and then remove it to a large clean piece of parchment paper (approximately 12 inches by 15 inches).
We shape the dough into a cylinder lengthwise inside the parchment paper. We want the cylinder to just fit inside the 1½ inch diameter paper towel tube. We roll it as best we can. In hindsight, we should have rolled it a bit smoother—when ours chilled it had some ridges on the outside. We want the dough nice and tight inside the parchment and we press firmly on the paper as we roll the dough inside.
The parchment wrapped dough cylinder is fit inside the paper towel tube and refrigerated for 2 hours.
We preheat the oven to 350° F. We also remove the dough from the fridge, take it out of the paper towel tube, and unwrap it from the parchment. On a cutting board, we cut slices of the dough—about ¼ inches thick. We put the rounds on two parchment lined cookie sheets. When all the dough is cut, we have approximately 4½ dozen cookies of varying thickness!
Using a pastry brush, we brush the tops of each cookie with water and sprinkle on the different color sparkling sugars.
The cookies are baked on two racks of the oven for 17 minutes. We rotate the sheets after 8 minutes, up and down and back to front.
When the cookies are done (they smell wonderful) we place the cookie sheets on wire racks to cool.