In a large bowl, combine the flour and baking powder.
Beat the butter with a wooden spoon or in a mixer using the paddle attachment for a couple of minutes, until pale and soft. Add the sugar and beat until light and fluffy. Add the egg yolks one at a time, then add the orange zest. Scrape down the sides of the bowl and beat until thoroughly combined.
Gradually add the flour mixture and beat until incorporated. Knead on a lightly floured surface until a smooth and uniform dough is formed, 3 to 5 minutes.
Using your hands, roll out pieces about 5 inches long and 1/2 inch thick, starting in the center and rolling outward so that the pieces are evenly thick. Connect one end of each piece to the other, making a ring, and place on a parchment paper–lined baking sheet at least 1 inch apart (they will spread a little). (Alternatively, roll dough into a rectangle about 1/2" thick and cut with cookie cutters.) Refrigerate until firm to the touch, 10 minutes or so. Meanwhile, preheat the oven to 350°F.
In a shallow dish, combine the sugar and cinnamon. Beat the egg whites lightly with a fork. Brush the tops of the cookies with egg white, then carefully dip the tops into the cinnamon-sugar mixture. Bake until they are lightly golden around the edges, 10 to 15 minutes, and transfer to a wire rack to cool. These are best the day they are made.