Preheat your oven to 350F - 180C and line two baking sheets with baking paper.
Sift the flour with baking soda and salt.
Combine the butter and sugar in a bowl and mix until creamy, at least 3 minutes.
Stir in the orange zest, lemon zest and egg and mix well.
Add the milk and lemon juice then fold in the flour.
Spoon the batter into a pastry bag fitted with a round nozzle then pipe small cookies on your prepared baking sheets. Decorate each cookie with orange peel.
Bake in the oven for 15-20 minutes or until the edges begin to turn golden brown.
Let them cool in the pan then store in an airtight container.