In a large mixing bowl, beat together the butter, sugar, and orange zest until light and fluffy. Add in the vanilla extract and orange juice, and beat until combined. Beat in the flour, salt, and walnuts and beat until well combined. It will take a few minutes for the dough to come together, but just keep beating until it does!
Wrap the dough in plastic wrap and form into a disc. Chill for at least 1 hour, or up to 2 days depending on when you want to bake the cookies.
On a floured surface, bang on the cold dough with your rolling pin to help get it started, and then roll the dough out to about 1/4 inch thick or slightly thicker. Use either a small cookie cutter (1 1/2 inches) or use a knife to just slice the dough into small squares. Optionally dock the dough, and then sprinkle on the coarse sugar and press gently into the dough.
Place the cookies onto baking sheets, and place them in the fridge while you preheat your oven to 350 degrees. Once the oven is preheated, bake the cookies for 12-15 minutes, or until they are just starting to become golden on the bottom edges. Cool completely and enjoy!