Preheat the oven to 190 C / Gas 5. Lightly grease two baking trays or line with parchment.
Cream the butter and sugar together until light and fluffy; add the egg and beat well. Stir in the flour, orange zest, salt and mixed spice. Add just enough water, a teaspoon at a time, to make a fairly stiff dough.
Roll dough into small balls and place on prepared baking trays; flatten with your palm or the bottom of a glass.
Bake in the preheated oven until golden, 7 to 9 minutes.