In a bowl, add the baking powder to the flour and mix well. Keep aside.
Wash and dry the citrus fruit, then grate the zest and keep aside.
Squeeze the orange and collect the juice in a small bowl: it must be 120 g, if it is not enough add the juice of a lemon.
In a large bowl mix orange juice, olive oil, the egg yolk, the grated zest of citrus fruits and the icing sugar. Pour the flour, a little at a time, and mix until the dough has the texture of shortcrust pastry. Make a ball, wrap in cling film and keep it in the fridge for 30 minutes.
Preheat oven to 180°C. Remove the dough from the fridge and roll it on a floured surface with a rolling pin until 3 - 4 mm thick. Cut out cookies and arrange them on a baking sheet lined with parchment paper. Brush the surface with a beaten egg and bake for about 15 minutes, or until golden.