In a mixer beat well butter and sugar. Add eggs one by one. Add milk, orange juice and zest. It will look a bit runny but it will be ok once we add the flour. In another bowl, mix all the solid ingredients along with half the flour.
Add this mix to the previous one. We add flour, in order to bake more easily - be careful you don’t want your dough to be hard, just not to stick on your hands. 
Let the dough rest for 15 minutes. Make the cookies in your desired shapes ( sticks, round, wreath) and if you want, at this point, dip them in egg or in milk. 
Bake at 180C for 10-20 minutes depending on the size.