Grapefruit Sandwich Cookies (except with ORANGES!)

You may remember that I set a goal for myself to bake 12 recipes out of Martha Stewart's Baking Handbook this year. I cannot tell you enough how great this book is. Everything I've made from it (so far, only cookies) has turned out deliciously and (mostly) perfectly.
I tried to make these grapefruit cookies a couple of years ago and totally failed. I know why they failed now. I didn't refrigerate the dough long enough. At one point, Martha says to wrap the dough in plastic and refrigerate until firm, about 30 minutes. This is where Martha Stewart is a liar. It took mine a good 3-4 hours, and we'll get into this more later.
Despite all of the lies surrounding this recipe, it is SO. GOOD. I used oranges instead of grapefruit because...well I had oranges and I didn't feel like buying grapefruit. I used 2 medium sized oranges to get the zest to be about the equivalent of the grapefruit.
As a side note, I have had these as grapefruit cookies, made by my friend Amy who is an honest to goodness chef, and they are just as delicious with that citrus as well.

Grapefruit Sandwich Cookies 
(feel free to sub in oranges where it calls for grapefruit)