Cream the butter until it’s light and fluffy, slowly add the sugar, orange peel, vanilla sugar and liqueur. When they are all thoroughly mixed together, sift in the flour and finally fold in the egg whites.
Using your cookie press star tip, pipe the batter onto a lightly greased baking sheet to form small disks or ovals about 2 ½ inches long. Leaving about 2 inches between the shapes so that they do not stick together while baking. Bake them in a 475°F oven for a few minutes. As soon as they start to color at the edges, take the sheets out. Lift each cookie off the sheet in turn with a spatula and press it around the handle of a wooden spoon to shape it into a tube and cool the cookies on a wire rack.