Preheat the oven to 170ºc / 325ºf / Gas Mark 3.
Sieve the flour, sugar and salt into a large bowl. Cut the butter into small pieces, add to the bowl and use your fingers to combine the fine crumbs.
Add the egg, vanilla essence and the orange zest and knead the dough until it is smooth, being careful not to overwork it.
Lightly dust a work surface with flour and use a rolling pin to roll the pastry out to a thickness of about 0.5cm. Cut out 40 discs or rectangles as desired. On half of the batch cut decorative shapes out of the centre. Arrange on a lightly greased baking tray. Put in the fridge for about an hour.
Bake for about 12 minutes or until just starting to brown. Take out of the oven and leave to cool completely.
Spread half of the shortbreads with Strawberry Conserve and use the other halves to top each biscuit off. Sprinkle with icing sugar before serving.
Be careful not to overwork the dough when kneading.