Place almonds and confectioners' sugar in the bowl of a food
processor. Process until mixture resembles coarse cornmeal; set
aside.
Place butter and zest in the bowl of an electric mixer fitted with the
paddle attachment. Beat on medium until light and fluffy, 2 to 3
minutes. On low, add almond mixture; beat until combined, 10 to
15 seconds. Add egg and orange juice; combine. Add flour;
combine.
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Place two 12-by-16-inch pieces of parchment on a clean work
surface. Divide dough in half. Form a rough log with each half;
place on parchment. Fold parchment over dough; use a ruler to roll
and press dough into 1 1/2-inch-diameter logs. Wrap. Chill for at
least 3 hours.
Preheat oven to 350 degrees. Line two baking sheets with
parchment. Spread sanding sugar in a baking pan. Unwrap logs; roll
in sugar to coat. Cut into scant 1/4-inch-thick rounds; place on
sheets, 1 inch apart. Bake until edges turn golden, about 15
minutes, rotating halfway through. Transfer to a wire rack to cool.
Bake or freeze remaining dough. Store baked cookies in an airtight
container for up to 2 weeks.
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