MAKE THE DOUGH: Combine the flour, powdered sugar, vanilla sugar and salt in the bowl of a stand mixer with the paddle attachment fitted. Mix, then add the egg and mix on slow until combined. Add the butter in cubes until you have a rough, pebbly dough. Stir through the orange zest. Turn out onto the bench top, knead briefly until smooth, then wrap in cling film and chill for 30 minutes.

MAKE THE CUSTARD: Which together the milk, cornstarch and vanilla sugar in a small saucepan. Heat gently until the mixture begins to boil and thicken. Stir through the Eierlikör / Advocaat, then pour into a bowl and cover with clingfilm directly on the surface. Set aside to cool.

CUT THE COOKIES: Heat the oven to 180°C / 350°F / Gas 4 and line two oven trays with baking parchment paper. Dust the bench top lightly with flour then roll out the dough. Cut out your desired cookie shapes, using a smaller cutter (or a Linzer Cookie Cutter) to cut holes in half of the cookie shapes to make the tops. Re-roll dough as necessary.

BAKE THE COOKIES: Transfer to the prepared baking sheets, then bake in the preheated oven for 10-12 minutes until just lightly brown around the edges. Set aside to cool on the tray.

FILL THE COOKIES: When the cookies have cooled, add the cubed butter and powdered sugar to the filling and use an electric mixer to mix until smooth and combined. Spoon generously onto the cookie bases, place the cookie tops on, and chill to set. Dust with powdered sugar before serving.