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1
Preheat the oven to 325 degrees.
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2
In a mixer fitted with a paddle attachment (or using a hand mixer), mix the butter, orange zest and confectioners' sugar until light and fluffy.
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3
Add the vanilla and salt and mix.
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4
Add the sifted flour and mix until smooth.
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5
Refrigerate 30 minutes.
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6
On ungreased cookie sheets, working in batches if necessary, drop level teaspoons of the chilled dough 2 1/2 inches apart.
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7
One by one, pick up the dough balls, roll into a smooth ball, and replace on the cookie sheet.
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8
Spread about 3 tablespoons of confectioners' sugar on a plate.
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9
Dip the bottom of a drinking glass into the sugar and use it to press the dough balls flat, into 1 1/4-inch circles.
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10
Repeatedly dip the glass into the sugar as needed to keep the bottom dry and coated.
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11
Bake until golden brown around the edges, 12 to 15 minutes.
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12
Let cool on the cookie sheets for 2 minutes.
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13
Transfer to wire racks and let cool completely.
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14
To assemble the cookies, liberally spread half of the orange cookies with cocoa filling, keeping the filling a little bit away from the edges.
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15
Cover with a plain cookie and press together gently to create a sandwich.
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16
Store in an airtight container.
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17
Filling: In a small bowl, mix the cocoa and sugar.
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18
In a saucepan, melt the butter over low heat.
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19
Add the cocoa mixture and the cream and cook, stirring, until thickened, about 3 minutes.
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20
Set aside to cool; the mixture will thicken as it cools.