Make the Orange Filling: Peel and finely chop the oranges, removing any seeds. In a saucepan, combine chopped oranges and sugar. Simmer over low heat for about 10 minutes, stirring frequently, until soft and slightly thickened. Stir in cornstarch and cook for 2–3 more minutes until the filling thickens. Set aside to cool completely.

Prepare the Dough: In a mixing bowl, combine flour, salt, baking powder, and vanilla sugar. Add cold butter and rub into the flour until the mixture resembles coarse crumbs. Mix in sour cream and egg. Knead gently until a soft dough forms. Wrap in plastic and refrigerate for 30 minutes.

Assemble the Cookies: Preheat oven to 350°F (180°C). On a floured surface, roll the dough to about ⅛-inch thickness. Cut into rounds or shapes of your choice. Place a small spoonful of the orange filling in the center of each. Fold or leave open-faced, depending on your design preference.

Bake: Arrange on a parchment-lined baking sheet and bake for 15–20 minutes or until edges are golden. Cool on a wire rack.