Cream butter, sugar, orange zest and vanilla sugar. Separate the egg, stir the egg white into the fat-sugar mixture. Mix the flour with the almonds and fold into the fat-sugar mixture. Cover the dough and place it in the freezer for about 15 minutes.
Form 4 equal-sized rolls (approx. 3 cm) from the dough.
Cut lengthwise, fill with nougat and form into a roll again. Whisk the egg yolk and brush the rolls with it. Roll in hail sugar and place in the freezer for about 15 minutes. Cut the rolls into slices about 1 cm thick, place on baking sheets lined with baking paper. Bake in a hot oven at 175°C (convection oven) for about 12 minutes.