In a large bowl, beat butter, granulated sugar, salt, nutmeg, orange peel and 1 egg yolk until pale and creamy.
Knead flour into butter mixture to make a dough.
On a floured surface, shape dough into a roll 1-3/4 inches (4 cm) in diameter.
Cover with foil or plastic wrap.
Refrigerate 30 minutes.
Preheat oven to 400°F (205°C).
Grease baking sheets.
Beat remaining egg yolk and brush over roll of dough.
Roll dough in sugar crystals to coat all over, pressing in well.
Cut into slices about 1/4 inch (5 mm) thick.
Lay slices flat on greased baking sheets, leaving a little space between each cookie.
Bake 12 to 15 minutes or until light golden.
Cool 5 minutes on baking sheets then transfer to a rack with a spatula to cool completely.