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1
In the bowl of an electric mixer fitted with the paddle attachment, beat butter and sugar on medium speed until light and fluffy.
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2
Add egg, 1 egg yolk, vanilla, and zest; mix well.
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3
Add flour and salt; mix on low just until dough comes together.
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4
Divide dough in half; wrap each half in plastic wrap.
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5
Chill until firm, about 1 hour.
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6
Dust a large piece of parchment paper with flour, and roll out half of the dough to slightly larger than a 9 by 14-inch rectangle, chilling as necessary if dough gets too soft.
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7
Remove excess flour with a dry pastry brush, and trim to even edges.
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8
Pick up dough by wrapping it around a rolling pin; unroll it onto a baking sheet lined with parchment.
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9
Spread filling evenly over pastry.
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10
Roll remaining dough; cover filling.
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11
Trim excess pastry to make a rectangle.
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12
Chill 1 hour.
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13
Preheat oven to 375F.
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14
In a small bowl, beat together the remaining egg yolk and the milk.
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15
Use a paring knife to score dough lightly into 1 1/4 by 3-inch bars.
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16
Lightly brush with egg wash. Bake until golden brown, 25 to 30 minutes, rotating sheet halfway through.
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17
Transfer to a wire rack until cool.
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18
Cut into bars.
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19
Bars can be stored between layers of parchment in an airtight container at room temperature up to 3 days.