Beat 5 egg yolks and 1 cup plus 2 tablespoons sugar until light and lemon-colored. Stir in 2 teaspoons vanilla extract. Work together 4 cups sifted flour and 1 cup butter (must be butter). Add to egg mixture and knead until smooth.
Roll dough to the thickness of a pencil and about 5-1/2″ long between floured hands and shape into rings.
Bake on ungreased cookie sheets in moderate oven (350 F) 12 to 15 minutes, or until just golden.
While still warm, glaze with Thin Lemon Frosting, to which a few drops of yellow food coloring have been added.
Thin Lemon or Orange Frosting: To each 1 cup sifted confectioners’ sugar, add 1 to 2 tablespoons lemon or orange juice, stirring until of the right consistency. Tint as desired.