Put the flour, baking powder, butter and sugar into a bowl and rub together to form breadcrumbs.
Add the vanilla extract, orange zest and juice and combine to form a soft dough.
Divide the dough into two and work the cocoa powder thoroughly into one half using your hands and knead gently until you have an even colour.
On a floured surface, roll each piece of dough into a 23cm x 38cm rectangle. Place each rectangle on top of the other and roll up. Wrap tightly in cling film and put in the fridge to chill for an hour.
Preheat the oven to 180°c / gas 4. Lightly grease 3 baking trays. Slice the dough into circles and lay them on the baking sheets at least 2cm apart. Bake for 10-12 mins until golden brown.
Cool on a wire rack.