Step 1

Combine egg yolks, milk, vanilla extract, and lemon zest in a bowl, then set aside.

Step 2

Using a food processor, mix flour, sugar, baking powder, and salt.

Step 3

Add butter and mix until you get a sand-like texture.

Step 4

Add the yolks-milk mixture, and continue mixing until you start to see a dough forming.

Step 5

Transfer the dough on the countertop and knead (a bit) while forming it into a ball (or disc).

Step 6

Wrap the dough with plastic and place it in the refrigerator for at least 30 minutes.

Step 7

Preheat oven to 200°C (375°F).

Step 8

Unwrap the dough and divide into 6 equal parts.

Step 9

Roll each part into a log that's about 1-inch in width and 10-inches in length.

Step 10

Divide the log into 4 equal portions (i.e., 2 & 1/2 inches for each part/cookie).

Step 11

Place each cookie on top of a baking tray lined with a baking sheet.

Step 12

In a small mixing bowl, mix egg whites with 2 tablespoons of water.

Step 13

Dip each cookie into the egg whites-water mixture, then roll it into the sesame seeds to coat it evenly.

Step 14

Place each coated cookie back in the baking tray, making sure there are some spaces between each cookie.

Step 15

Place the baking tray in the oven for 25 or until the cookies turned golden.

Step 16

Transfer your Italian sesame cookies into a cooling rack.

Step 17

Serve.