In a large bowl beat 1 ½ cups unsalted butter with ½ cup powdered sugar and ½ cup sugar until creamy.
Add 1 cup unsweetened shredded coconut, ½ teaspoon orange zest, ½ teaspoon lemon zest and 1 teaspoon vanilla extract. Mix well.
Add sifted 3 cups all-purpose flour and pinch of salt in 2 or 3 parts, mixing until no dry spots remain.
On a piece of parchment or film paper put half the dough making a rough cylinder. With the aid of the paper, wrap it, smoothing the log. It doesn’t need to be perfect.
Close the ends and refrigerate until firm, 1 hour or up to 2 days.
Preheat oven to 325ºF (165ºC). Line baking cookie sheets with parchment paper.
Cut logs into ¼ inch rounds and place on the prepared sheets.
Bake for about 15 minutes, until they start to dry and turn golden. Let cool on wire racks.
Keep the butter cookies in sealed tins, cookie jars or airtight plastic bags. Don't put them with other chewy cookies, or they might lose their crispness.