Spoon flour into dry measure, filling until heaping. Using flat side of knife, sweep off excess flour. Beat in egg and vanilla. Using wooden spoon, stir in flour mixture in 3 additions. Wrap in plastic wrap and refrigerate for at least 1 hour or for up to 24 hours.
Press scraps together to reroll.
Bake in centre of oven for about 10 minutes or until light golden on bottom and edges. Let cool for 1 minute on baking sheets.