Preheat your oven to 350 degrees and place the oven rack in the center position. Line a prepared baking sheet with parchment paper.

 In the bowl of a stand mixer fitted with the paddle attachment, combine the sugar and orange zest. Rub them together with your fingers for about a minute to release the oils from the zest.  You can also use a food processor or an electric hand mixer for these cookies.  

Add the olive oil or avocado oil, the large egg, egg yolk, and vanilla. Mix until smooth, stopping once or twice to scrape the sides of the bowl.

In a small bowl, whisk together the self-rising flour, baking powder, and salt. Add the dry ingredients to the wet ingredients and mix just until the flour mixture disappears. The cookie dough will be soft.

Scoop the dough into balls of dough using a medium cookie scoop or about 2 tablespoons of dough. Roll each ball in granulated sugar and place them on the prepared baking sheet about 2 inches apart.

Bake for 10 to 12 minutes. The cookies are ready when the edges are set, but the centers still look slightly underbaked. Don't wait until they're golden brown.

Let the first pan of cookies rest for about 5 minutes before carefully transferring each cooled cookie to a wire rack with a metal spatula.