Form small pile of flour with an indentation at the top. Put butter, egg, orange juice, liqueur, powdered sugar and a pinch of salt in the pit and mix everything. Knead the mixture with your hands until you obtain a soft, elastic and uniform dough. Cool in the fridge for a few hours.
Roll the dough out thin and cut strips about 5cmwide and 12cm long. Make three cuts in the length of each strip. Heat the lard (or peanut oil) in a wide pan and fry the sfrappole by moving them around and sticking a large fork into the cuts so they take on the classic wrinkled look. Shake the oil off and place on paper towels to drain and finally sprinkle copiously with vanilla powdered sugar.