In a medium bowl, combine flour, orange zest, baking powder, and salt, whisking well.
In a large mixing bowl, combine butter and sugar, and beat at medium speed with a mixer until light and creamy. Add egg yolks, milk, and vanilla extract, beating to combine.
Add flour mixture to butter mixture, beating until moist clumps form. Using hands, gather dough into a ball.
Using a levered 2-teaspoon scoop, divide dough into 48 portions. Shape each portion into a ball. Place 1 inch apart on prepared baking sheets. Using a finger, press an indentation into center of each ball.
Bake until golden brown, approximately 11 minutes. Transfer cookies to wire cooling racks, and let cool completely.
Place ½ teaspoon apricot preserves in center of each cookie.
Place cookies in an airtight container, separating layers with waxed paper, and refrigerate until needed.
Notes
Make-Ahead Tip: Cookies can be baked and frozen, unfilled, in an airtight container for up to 1 week. Let thaw completely before filling and serving.
Recipe by TeaTime Magazine at https://teatimemagazine.com/apricot-orange-thumbprint-cookies-recipe/