In a bowl, combine ricotta cheese and butter (room temperature). Mix with a hand mixer or stand mixer with the paddle attachment.
Add sifted flour, vanilla, and baking powder. Mix until everything is incorporated.
Wrap the dough with a plastic wrap and let it rest in the fridge for 1 hour.
After an hour, separate the dough into two parts. Keep one in the fridge while you are working with the other half.
Preheat the oven to 350F (180C)
On a floured surface, roll the dough into about a 14" (35 cm) circle, 1/4" (7 cm) thick.
Sprinkle some sugar on top and press it into the dough with the rolling pin. Don't need to press too hard, just enough for the sugar to stick to the dough. Generously sprinkle cinnamon, orange zest, and the rest of the sugar.
With a sharp knife or pizza cutter, divide the circle into 16 pieces.
Roll each triangle from the outer edge towards the inside. Place it on a parchment paper-lined baking tray. Make sure the end of the tail on each cookie is tucked under, so it doesn't roll out when baking.
Ones you have all the cookies ready to bake, beat one egg and brush each cookie. Sprinkle more sugar on top.
Bake on the middle rack for 30-35 minutes, or until golden brown.
When ready, transfer them to a cooling rack. Enjoy!