Beat the eggs with the sugar until whitened and add the margarine, yoghurt with the dissolved therein ammonium bicarbonate, orange zest and vanilla. Start adding flour until you get a medium soft dough. Knead it well and leave it in the refrigerator for 2 hours.
Shape small balls of dough and roll each on one side in a mixture of sugar and cinnamon. Arrange them on a tray with baking paper and bake them in a moderately heated oven until you get a pale pink color.