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In the bowl of a mixer fitted with a paddle attachment, beat butter and powdered sugar until light and fluffy; add egg and orange peel and beat until combined. Sift in flour, baking soda and cream of tartar; beat until just combined.
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Divide dough into thirds. Tint one portion orange and one portion yellow; leave remaining portion plain. Flatten each portion into a disk. Wrap in plastic wrap; refrigerate 20 minutes.
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On separate sheets of waxed paper lightly dusted with powdered sugar, roll each portion of dough into 12x9-inch rectangle. Place orange rectangle on top of yellow rectangle. Top with plain dough rectangle. Starting on a long side, roll dough into a cylinder. Wrap in plastic; refrigerate 1 hour.
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Heat oven to 375F. Use a very sharp knife to cut dough into ¼-inch slices. Place on parchment lined baking sheet about 1 inch apart.
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Bake 7 to 8 minutes or until edges are set. Cool on baking sheet for 1 minute before moving to a wire rack to cool.