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While the dough chills, you can prepare the orange filling. Start by zesting one orange, then peeling it. The zest will add a robust flavor to the filling, while the fruit provides sweetness.
Place the peeled oranges in a blender and grind until they’re a smooth consistency. In a saucepan, combine the orange puree with sugar and cornstarch. Cook the mixture over medium heat, stirring constantly until it thickens. Once it reaches a thicker texture, remove it from the heat, cover with cling film, and allow it to cool to room temperature.
Shaping and Baking the Cookies
After your dough has chilled, lightly dust your surface with flour. Divide the dough into four equal parts. Roll each part out into a large circle with a diameter of approximately 11 inches (30 cm).