Heat oven to 350 degrees F. Line 2 or 3 baking sheets with parchment paper. In a bowl, stir together flour, sugar, and orange zest. Whisk in egg whites until smooth. Add vanilla and butter, whisking until well combined.

Drop a tablespoon of batter onto prepared baking sheet. Using the back of a spoon, spread into a 4-inch circle. Repeat to make 4 circles per sheet. Bake 13 minutes, or until edges of cookies are brown and centers are golden. Remove from oven; let stand 10 seconds. Working quickly, lift cookie off baking sheet and immediately fold halfway over so it resembles a napkin holder. Stand cookie on a cooling rack. Repeat quickly with remaining cookies; they can only be shaped when warm. Cool baking sheets before spreading on another batch of batter.

Write or type notes on small pieces of paper and place in cookies.