Preheat oven to 350 Degrees F
Grate orange using a cheese grater with small holes.
Using mixer, combine butter and sugar and mix well.
Add eggs and vanilla and lemon or orange rind. Mix well. You want to mix for at least 45 seconds on medium speed.
Add flour 1/3rd at a time. and mix well in between each addition.
After all of the flour has been mixed well. Spray Madeleine pans with non-stick cooking spray with flour.
Fill Madeleine pans about 3/4 full.
Place in the oven @350 Degrees F. for 10 minutes.
when they come out of oven they should look like this...