Preheat oven to 200 C (390 F) and line a baking tray with baking paper.
Juice a large orange to get half a cup of juice and put it in a mixing bowl (you may need more than one orange, depending on the size of the oranges you're using)
Scrape some pulp out of the juiced orange and chop it finely. Take 1 tbsp of pulp and add it to the orange juice.
Add vanilla essence to juice/pulp and mix.
Add flour 1/4 cup at a time, mixing until combined.
Drop small spoonfuls of the mixture onto the prepared baking tray.
Bake for 10 - 12 minutes, until firm.