Preheat oven to 160°C and line 2 baking trays with paper.
Pour sprinkles into a dish or oven tray with a flat base. Set aside.
Place sugar, orange zest, tonka bean, rice flour and salt into the Thermomix bowl. Mill 10 sec/speed 10. Scrape bowl and repeat.
Add butter and chop 6 sec/speed 6.
Add flour and egg yolk and combine 6 sec/speed 6. Or until mixture comes together.
Tip mixture out onto a lightly floured bench and roll into 4 logs. The thinner the log, the smaller the cookie. Wrap loosely in a silpat mat and refrigerate for 30 minutes.
With wet hands, wet one log of cookie dough slightly before rolling it into the sprinkles. If you want full coverage of sprinkles, lightly press them in and roll again.
Repeat with remaining logs of dough.
Cut into rounds and place on prepared trays for 12 minutes or until slightly browned. They will harden a little on cooling.