In a bowl combine together butter, sugar, vanilla and orange zest.
Beat it for 5 minutes until creamy.
Now add the baking powder, milk and flour and mix to form a soft dough. If needed add 1 or 2 teaspoons of milk to bring the dough together.
Cover and set it aside for 20 minutes.
Preheat oven to 200°C.
Divide the dough into 15 equal portions.
Roll each into a long rope.
Now fold it into half and twist it to make the koulourakia.
Arrange all on a greased baking tray.
Apply a milk wash on the cookies.
Bake them in preheated oven for 15 - 20 minutes.
Cool on wire rack and store in airtight jar and enjoy them on your picnics.