Sift the flour, 50 grams of sugar, and salt into a mixing bowl. Add in butter, egg and vanilla extract. Mix with your fingertips until combined. Wrap the dough with a plastic film and chill for 1 hour.
Place the marzipan pieces, remaining powdered sugar, chopped almonds and orange liquor in another bowl. Stir until all well combined.
Remove the cookie dough from the fridge and place on a lightly floured work surface. Roll out thinly and cut into 50 squares, 2 inches by 2 inches. Mix the egg yolk and milk in a small bowl. Preheat the oven to 190C/375F.
Brush half of the squares with egg wash. Place about a teaspoon marzipan filling in the center. Top with the remaining cookie squares, enclosing the filling, and crimp edges with a fork. Bake for about 15-20 minutes until lightly golden. Melt the chocolates separately and drizzle over the tops of cookie raviolis.