Lightly butter 18 madeleine molds (1 1/2 to 2 1/2 in. long; see notes) or coat lightly with cooking oil spray.
In a bowl, with a mixer on high speed, beat butter and granulated sugar until smooth. Beat in egg, egg yolk, orange peel, and vanilla until well blended, scraping down sides of bowl as necessary.
In a small bowl, mix flour, baking powder, and salt. With mixer on low speed, beat flour mixture into butter mixture until well incorporated. Pinch off 1-inch balls of dough and press evenly into prepared madeleine molds.
Bake cookies in a 325° regular or convection oven until edges are lightly browned and centers feel dry and firm to the touch, 12 to 14 minutes. Immediately invert pans to release cookies onto racks and dust shell-patterned sides with powdered sugar. Let cool.
Nutritional analysis per cookie.