Place the flour, salt, butter and orange zest in a food processor and blitz until it resembles fine breadcrumbs. Add the icing sugar and cinnamon and blitz again to mix through.
Add the vanilla extract and egg yolk and blend again. If the dough doesn't come together then add a little bit of milk, a teaspoon at a time until it does. Be careful not to add too much liquid though, stop as soon as the dough begins to clump together.
Shape the dough into two discs, wrap in clingfilm and pop them in the fridge for half an hour.
Roll the discs out on a lightly floured surface to about 4mm thick and use floured cutters to cut out your choice of shapes. Place them slightly spaced apart on a couple of baking trays lined with baking parchment.
Re-roll the scraps and cut out more shapes. Place the baking trays in the freezer for 15 minutes while you preheat the oven to 180C/350F/gas mark 4.
Bake the frozen biscuits for about 10 minutes, until lightly golden. Leave to cool on the trays for 5 minutes then carefully transfer them to a wire rack to cool completely.