For the Plain Dough: Using a sharp knife, slice the vanilla bean in half lengthwise. Separate the seeds from the outside skin by scraping the blade of the knife along the inside of the bean. Place the vanilla bean seeds, butter, sugar, egg yolks, and orange zest in a medium-sized mixing bowl and beat with an electric mixer on low speed until the ingredients are combined, about 1 minute. Combine the baking powder, salt, and flour and add to the butter mixture all at once. Beat on low speed just until combined, about 1 minute. Do not overmix the dough or it will become tough. Remove the dough from the bowl. Form it into a 4 by-9-inch rectangle, wrap in plastic, and place in the refrigerator. For the Chocolate Dough: Repeat the exact same procedure as for the plain dough, combining the cocoa powder with the flour and adding it to the butter mixture.
Let each dough rest in the refrigerator for at least 1 hour. (I prefer to make the dough a day in advance and let it rest overnight.) Overnight, all of the flavors (orange, vanilla, chocolate, butter) mature and the flour and butter absorb the flavor of the cocoa. The next day, the chocolate dough will be darker in color.
Preheat the oven to 400 degrees F. Remove the dough from the refrigerator. It will be hard, so give it a few quick raps with a rolling pin to make it easier to roll. Lightly flour both sides of each dough. Roll both doughs into a 7 by 6-inch rectangle about 1/8-inch thick. Place one rectangle on top of the other and roll it out to an 8 by 20-inch rectangle. Brush the rectangle with a thin coat of water to help the dough stick to itself. Roll the dough into a cylinder that is 20 inches long and 1 1/2 to 1 3/4-inches in diameter. Cut the cylinder into 1/2-inch thick round slices. Lay the cookies, cut side down, on a parchment paper-covered baking sheet about 1/2-inch apart. Bake until lightly browned, about 15 minutes and cool on a wire rack. Store the cookies in an airtight container at room temperature for up to 5 days.