For the sablé dough:

Sift the flour, baking powder, and salt into a large bowl. Add sugar and mix with a whisk.
Add softened butter and mix with hands until crumbly.
Incorporate the eggs and knead the dough.
Pour in the vanilla extract and continue kneading until you get a homogeneous texture.
Form a ball and wrap it in plastic wrap. Let it rest in the refrigerator for 1 hour.

For the cream filling:

Separate the egg yolks from the egg whites and set aside the yolks.
Heat a saucepan, add milk, orange zest, and sugar. Stir. When it starts to boil, remove from heat and let it infuse for about 5 minutes.
In a bowl, add cream, cornstarch, and egg yolks. Whisk.
Strain the infused milk and gradually pour it into the bowl while stirring continuously.
Heat the mixture in a saucepan over low heat and cook, stirring constantly, until it thickens.
Transfer the cream to a container, cover with plastic wrap touching the surface to prevent a crust from forming, and let it cool to room temperature.

For the pastry: