In a large bowl, beat the butter, powdered sugar, egg and orange zest with an electric mixer on medium speed, or mix with a spoon. Stir in the flour, baking soda and cream of tartar.
Divide the dough into thirds. Tint one portion orange and one portion yellow- leave the other portion just dough. Flatten each portion into a round. Wrap each in plastic wrap and refrigerate for 20 minutes.
On separate sheets of lightly floured waxed paper, roll each portion of the dough into a 12x9-inch rectangle (it does not have to be perfect). Place the orange rectangle on top of the yellow rectangle, using waxed paper ends to help flip the dough over. Top with the plain dough rectangle. Starting on a long side, use the waxed paper to help you roll the dough into a log. Wrap the log in plastic and refrigerate for 1 hour
Preheat the oven to 375℉. Cut the dough into ¼-inch slices and place them on an ungreased baking sheet (about 1 inch apart). Sprinkle with coarse sugar, if using.
Bake 7 to 8 minutes or until edges are set. Cool for a few minutes, then transfer to a rack to cool completely.