Preheat the oven to 400 degrees. Line a large baking sheet with parchment or spray with nonstick spray.
In a stand mixer using the paddle attachment, stir together the flour, baking powder, and salt.
In a small bowl, gently massage the zest into the sugar until fully combined and the mixture resembles damp sand. Add this to the dry ingredients and stir just until combined.
Grate the butter into the mixing bowl. On lowest speed, mix until the butter is evenly dispersed.
In the same small bowl used for the sugar mixture, use a fork to briskly mix together the egg, cream, and vanilla. With the mixer on low, slowly add the liquids. Mix until blended, about a minute. The mixture will be crumbly.
Turn out the dough onto a lightly floured surface and press together. Form a flat disk about the size of a dinner plate. Cut into strips, each about two inches wide. Cut each strip in a zig-zag pattern to form small triangles (about 14). Arrange them on the baking sheet and bake for 12 minutes. They should be lightly golden.