In a large bowl, mix the butter, Whitworths Caster Sugar, two egg yolks and vanilla with a wooden spoon until creamy. Stir in the flour – you may need to use your hands to get all of the dry ingredients mixed together. Roughly divide the mixture into 3.
Lay out 3 large sheets of greaseproof paper, and on each one, roll out a third of the dough into a long, thin sausage – about 1 inch thick. Use the paper to help you roll it out as smoothly and evenly as possible.
Lightly beat the egg white, then brush all over the dough. Scatter over the Whitworths Demerara Sugar and roll it so the dough is completely coated. Wrap up in the paper and carefully transfer to the fridge to chill for 30-40 mins until firm. At this stage you can freeze for up to 2 months, wrapped well in cling film.
Heat oven to 200C/180C fan/gas 6. Using a sharp knife, slice each roll into roughly 20 small biscuits. Arrange over baking paper-lined baking trays – they will spread a little so ensure you leave gaps.
Bake for 8-12 mins until pale golden.
Cool on the trays until firm.