This recipe includes lemon juice in the icing but I could imagine an orange variation. My mom's Italian cousin makes these (but will not share her recipe!) and they are fabulous. Here's a recipe; two Italian sisters shared this recipe on a recent episode of Martha. I hope this might be what you're looking for.

---

ANGELETTIS
Source: Martha Stewart Living Omnimedia, Inc.
From: Gerry DiSanto
Makes about 6 dozen

4 cups all-purpose flour
2 tablespoons baking powder
1/2 teaspoon salt
1 cup (2 sticks) unsalted butter
1 cup granulated sugar
6 large eggs
1 teaspoon vanilla or anise extract
FOR THE ICING:
1 (16-ounce) box confectioners’ sugar
1/4 cup lemon juice
Coarse sanding sugar, for decorating

Preheat oven to 350 degrees F.

In a medium bowl, sift together flour, baking powder, and salt. Set aside.

In the bowl of an electric mixer fitted with the paddle attachment, cream butter and granulated sugar until light and fluffy. On medium speed, add eggs, one at a time, mixing well after each addition. Add vanilla; beat until incorporated. With mixer on, gradually add flour mixture; beat until dough comes together.

Scoop dough into tablespoon-sized balls onto a baking sheet lined with parchment or a nonstick-baking mat.

Bake until golden brown, about 15 minutes. Transfer to a wire rack to cool.

Meanwhile, stir together confectioners’ sugar, lemon juice, and 2 tablespoons water. Place wire rack over a rimmed baking sheet.

Once cookies have cooled, top with icing. Sprinkle with sugar, and let stand until icing is firm.