Ottijiet (Maltese spice biscuits)

Method

1. In a food processor, pulse the flour, spices, butter and salt until they resemble breadcrumbs. Tip into a bowl and stir in the sugar and citrus zests.
2. Mix both citrus juices with the vanilla and egg. Make a well in the dry ingredients, then pour in the wet mixture. Stir quickly with a wooden spoon, then use your hands to bring together into a smooth dough. Flatten to a 15cm x 21cm rough rectangle, wrap in cling film and chill the dough for 30 minutes (see Make Ahead).
3. Heat the oven to 200°C/180°C fan/gas 6. Slice the chilled dough into 16 even pieces (cut in half lengthways, then slice each piece into 8), then roll each into a long sausage about 18cm long. Fold and twist each length into a figure 8, brush the ends with a little milk and press together to seal. Space apart on the baking sheets. Repeat with the remaining dough pieces.
4. Brush the dough with milk, sprinkle over the sesame seeds, then chill again for 15 minutes. Bake for 10-12 minutes until puffed and golden. Transfer to a wire rack to cool completely (see Make Ahead).