Preheat the oven to 375°F with a rack in the center.
In the bowl of a stand mixer with the paddle attachment, add the butter, sugar, milk powder, confectioners' sugar, lemon or orange zest and milk powder.
Beat on medium speed for 2 minutes until the ingredients are well combined.
Scrape the bowl with a silicone spatula. Add the egg yolk and vanilla extract. Beat on medium until combined.
Add the flour and mix on low until just combined. Finish forming a dough ball with your hands.
Roll out the dough on 2 pieces of parchment paper. I like to roll the dough about ¼ inch thick for these cookies but you can roll it thinner for a crispier finished product.
Cut the cookie shapes and use an offset spatula to transfer them into a baking sheet. Use a light color baking sheet (silver preferably).
You can re roll any cookie scraps into a ball and repeat the process.
Bake the cookies for about 9 minutes for a soft cookie and up to 12 minutes for a more snappy texture.