Start out by creaming together your butter and sugar.
Next up you'll add in your can of almond filling, your egg, vanilla, the zest of your orange and juice from 1/2 of the orange squeezed; about 1 tablespoon's worth.
Mix it together well and then add in the flour and the baking soda.
Once you've incorporated the dry ingredients, grab up a cookie sheet, line it with parchment, and spoon out heaping teaspoons of the dough.
Place your cookies in the oven at 350 degrees for 9-11 minutes. Bring them out to cool.
While the cookies are cooling, you'll mix together your powdered sugar, milk, and vanilla extract. Once the cookies are cooled, grab a brush (or the back of a spoon) and glaze the tops of your cookies. If you'd like to be a bit pretty, you can add a few slivered almonds to the top.