To Make the Orange Shortbread DoughIn the bowl of a stand mixer fitted with a paddle attachment (or with a medium bowl and a handheld electric mixer), cream the butter, sugar, vanilla, salt and zest on medium speed until fluffy, about 3 minutes.
Lower the speed to low and gradually add in the flour until it is just mixed, scraping the bottom and sides of the bowl once or twice.
Shape the dough into a flattened disc, wrap well or place in an airtight container and refrigerate for at least 2 hours, until firm.
To Make the Chocolate Orange Truffle FillingPlace the milk and bittersweet chocolate and the orange zest in a medium heatproof bowl.
Heat the cream and butter in a small saucepan over medium heat until simmering.
Pour over the chocolate and let it sit without stirring for 5 minutes.
Place a whisk in the center of the bowl and begin to stir the cream and chocolate together using a small, circular motion until it comes together. Set aside to let cool and thicken.
To Bake the ShortbreadPreheat the oven to 350°F (180°C) and line 2 baking sheets with parchment paper.
On a floured surface, roll out the dough to ⅛-inch (3mm) thickness and cut circles with a 2-inch (5 cm) cutter. Place 1-inch (2½ cm) apart on the prepared baking sheets.
Dock the cookies all over with a toothpick or the point of a thin knife to help them bake evenly and bake both sheets at a time for 20-25 minutes, rotating halfway through, until the cookies are just beginning to turn light golden around the edges.
Transfer to a wire rack to cool while you finish baking the rest of the cookies. Let cool completely.
To Assemble the CookiesCheck the consistency of the ganache. It should be about the consistency of peanut butter – thick enough to hold its shape but not so firm that it can’t be piped. If it is too thick, warm it in the microwave for a few seconds at a time until it softens to the right consistency. If it is still too warm and runny, place it in the refrigerator and stir every 3 minutes until it firms up.
You can spoon the filling onto the cookies but the easiest and neatest way is with a piping bag: fill a piping bag fitted with a large, round tip with the filling.
Turn half of the cookies upside down. Pipe about 1 tablespoon of filling onto the center of each cookie. Sandwich with an unfilled half and very gently press down to spread the filling.
Store these cookies in an airtight container at room temperature for up to 2 days or in the refrigerator for up to 2 weeks.