Make the filling

1. Place the cranberries with the jam in a blender jar and pulse until the cranberries are smooth. 
2. Scoop the cranberry mix into a small pan and heat it over medium just until it comes to a boil. 
3. Chop up the candied orange peel into very small pieces and then stir them into the cranberries. 
4. This filling can be made up to a week ahead of time (just pop it in the fridge, covered). 

Make the dough log

1. Using a paddle attachment on a stand mixer, mix the powdered sugar, butter and egg yolk until just combined.
2. Add in the vanilla and the salt to the butter to combine. The mixture should be well-combined but not fluffy.
3. Pour in the flour, then pulse the mixer a few times before letting it run just long enough for the flour to disappear–about 10 seconds. Turn off the mixer, and use a baking spatula

   (Affiliate)

   to squish in any flour that’s hanging out at the bottom of the bowl. 
4. Place two large pieces of plastic wrap together on the counter.  Scoop the dough into the middle of the plastic, and then use the edges of the plastic to press the dough into a rectangular log.
5. Place a piece of parchment

   (Affiliate)

   on your work space.  Sprinkle it with a little flour, and then place the dough log in the middle.  Sprinkle the dough with a little more flour, and then top it with a second piece of parchment

   (Affiliate)

   .
6. Roll the dough between the two pieces of parchment

   (Affiliate)

   into a 1/4″ thick rectangle.  Do your best to square the edges.  Having made the dough into a rectangular log earlier will help.
7. Spread the filling across the dough in one even layer.
8. Use the parchment

   (Affiliate)

   to help roll the dough up over the filling on the long edge, making a tight roll.  Wrap the plastic wrap from earlier tightly around the dough.
9. Cut open a paper towel tube and slip the plastic wrapped dough inside it.  Roll the dough inside the tube on the counter to help round off the edges of the log.  You can rotate the tube and move it along the log to make sure you round off all sides and any dough that extends beyond the tube.  Place a rubber band or two around the paper towel tube.
10. Pop the dough, wrapped in the paper towel tube and all in the freezer for at least 2 hours and up to 1 month.

Baking the cookies

1. When you’re ready to bake, Preheat the oven to 350 F (180 F). Line 2 baking sheets with parchment

   (Affiliate)

    paper.
2. Whisk the egg white just to break it up.
3. Pour out a thick line of sanding sugar

   (Affiliate)

    on a piece of parchment

   (Affiliate)

    paper. Unwrap the chilled dough and brush it with the egg white.
4. Roll the dough in the sugar, pressing the sugar into the surface of the dough all the way around the log. Make sure to cover all the dough for the prettiest cookies. 
5. Cut and bake: cut 1/4″ slices of dough, rolling the log a quarter turn after each slice to keep the cookies round and even. Bake for 20-22 minutes until the bottoms are lightly browned and the cookies are firm.
6. Cool and enjoy: Let the cookies cool thoroughly on the baking sheets. Store cookies in an airtight tin for up to 2 weeks. You can also freeze them for up to 2 months.