Beat the butter
and cream cheese in a large bowl with an electric
mixer at medium speed for 1 minute.
Beat in the
confectioners' sugar, baking soda, and salt. Add
the egg, beating until just blended. Beat in the
orange zest, juice, and vanilla.
Mix in the flour
to form a soft dough. Turn the dough out on a
lightly floured surface and knead until smooth. Divide the dough in half.
Form the dough into two
8-inch (20-cm) logs and roll each in the coconut.
Wrap in plastic wrap, and refrigerate for at least
30 minutes.
Preheat the oven to 375°F/190°C/gas 5. Set out three cookie sheets. Slice the dough 1/4
inch (5 mm) thick and place 1 inch (2.5 cm) apart on
the cookie sheets.
Bake, one sheet at a time, for
8-10
minutes, or until
just golden. Cool on the sheet until the cookies
firm slightly. Transfer to racks to finish
cooling.