In a mxing bowl or food processor, whisk together the flour, salt, baking powder and baking soda, then add the sugar, butter, egg, milk, lemon juice, lemon zest and vanilla, mix until the dough is almost combined. Then move to a lightly floured flat surface and gently knead to form a soft not sticky dough. (If the dough is too dry then add a bit more milk, if too wet a bit more flour).
Wrap the dough in plastic wrap and refrigerate for 30 minutes.
Pre-heat the oven to 350F/180C. Line a baking sheet with parchment paper.
Break off pieces of the dough to form ropes 11 inches / 28 cm long about 1.5 ounces / 43-45 grams, fold in half (without cutting), twist together to form a braid, then bring the ends together and seal with a bit of water so it doesn't open when baking. Place the taralli on the prepared baking sheet.
Bake for approximately 15 minutes or until golden. Let sit 10 minutes on the baking sheet then move to a wire rack to cool completely before dipping the top of the taralli in the glaze (or drizzling if preferred). Enjoy!
FOR THE GLAZE
Combine the sifted powdered sugar, lemon juice or vanilla and 1-2 tablespoons of milk or cream more or less as necessary to arrive at the desired thickness.
Notes
Remember if you find the dough too wet add a bit more flour, too dry a bit more milk, different flours absorb liquids/fats differently.
How to store the Glazed Taralli?
Keep them in an airtight container at room temperature. They stay fresh for about 4 to 5 days. Once the glaze has fully set, freeze the cookies in a single layer, then transfer to a container. They keep well for about 2 months. Thaw at room temperature.