Preheat oven to 375ºF. Line two baking sheets with parchment paper. Cream butter and sugar together until light and fluffy. Beat in egg. Then beat in milk, orange zest and vanilla until smooth. Combine flours, baking powder, baking soda and cinnamon in a bowl. Gradually add flour mixture to butter and sugar mixture and beat just until combined. Scoop dough into small balls, about 1 inch, and place on prepared cookie sheets. Slightly flatten each ball; if the dough starts to stick, moisten with drop of water. Blend sugar and cinnamon together in a small bowl. Sprinkle a small amount over each cookie.
Bake 8-10 minutes in a preheated 375ºF oven, or until lightly browned. Cool on wire racks.