Combine butter and sugar beat well till soft and creamy. Using of powdered sugar will make your work easy.
Now add in orange rind/orange marmalade,vanilla essence,egg white,salt beat well then mix in flour and make a soft dough.
Wrap them with clingfilm or close in an airtight container and keep them in refrigerator for 2 hrs.To save time,you can place them in freezer for 1/2 hr to 45 mins.
Preheat oven to 180°c.
Use the dough after 5 mins taken from fridge before it reaches room temperature completely.Roll them in a long rectangular shape line them into three parts place jam or nutella in centre part and close with one another to make a complete wrap and smudge the edges.Bake them in 180°c for 12-15 mins and cut into rectangular pieces,cool and serve.