Be forewarned: it is nearly impossible to stop eating these cookies once you've tasted your first. Fortunately, this dough freezes extremely well, so you can make sure you always have some stocked away for emergencies.
Cream together the ricotta, granulated sugar, butter and egg and in the bowl of a stand mixer fitted with the paddle attachment. Add the flour, baking powder, vanilla and orange zest and mix on low until a smooth dough forms. Refrigerate until firm, 1 hour.
Preheat the oven to 350 degrees F, and line 2 baking sheets with parchment paper or silicone baking mats.
Scoop tablespoon-sized balls of dough and arrange them 2 inches apart on the prepared baking sheets. Bake, rotating halfway through, 15 minutes. Let cool on baking sheets, 20 minutes.
In a small bowl, whisk together the confectioners' sugar and milk until a smooth glaze forms. Dip the tops of cooled cookies, and let sit until the glaze hardens.
Cookies can be stored in an airtight container for 5 days, or frozen for 3 weeks.