1/2 cup all-purpose flour
1 tablespoon cornstarch
1/4 cup granulated sugar
Pinch of salt
1/4 cup vegetable oil
2 egg whites, at room temperature
1 tablespoon plus 1 teaspoon Grand Marnier or other orange-flavored liqueur
1 teaspoon pure vanilla extract
1/2 teaspoon grated orange zest (about 1/2 medium orange)
Preheat the oven to 325°F. Line a baking sheet with a reusable nonstick sheet liner or parchment paper, and set aside.
In a medium bowl, whisk together the flour, cornstarch, sugar, and salt until well blended. Add the oil, egg whites, liqueur, vanilla, and orange zest. Beat at high spend until smooth.
Start with just 2 cookies at a time, dropping the batter by level tablespoons about 3 inches apart on the baking sheet. Using the back of a spoon, spread each portion into a 4-inch-diameter cookie. Bake until the edges start to brown, 8 to 10 minutes.
Using a wide, thin, flexible spatula, lift each cookie off the baking sheet. (If it begins to bunch or tear, let it cool for another 15 to 20 seconds. Or if it cools too much on the pan, return the pan to the oven to resoften for about 1 minute.) Using your fingers, roll the hot cookie into a cylinder (You also can roll it lengthwise around a chopstick, pencil, or wooden spoon handle, and then slip it off.) Have a bowl of ice water close by to keep your fingertips cool. Place on a rack to cool completely. Before serving, slip a fortune into the hollow center.
Excerpted from Holiday Baking: New and Traditional Recipes for Wintertime Holidays by Sara Perry. Chronicle Books, 2005.