Combine the butter, salt, vanilla and powdered sugar in a bowl.
Mix for 2–3 minutes on the lowest speed.
Gradually add the eggs, then the yolk, mixing only until incorporated.
Add the flour and mix until combined.
Divide the dough into two equal parts. Set one aside on the work surface.
Add the cocoa, cornflour, cream and orange zest to the other half and mix until smooth.
Combine the two doughs on the work surface, marbling them – don't knead too much, or you'll lose the marbled effect.
Divide into four equal parts and roll each into a log 4–5cm in diameter.
Wrap each log and refrigerate for 1–2 hours, until firm.
Slice into 6–8mm rounds and place on a tray lined with baking paper.
Bake at 160°C (320°F) for 15–20 minutes, until golden and crisp.
Cool completely, then store in airtight tins.