For the dough, combine the dry ingredients in a mixing bowl and stir well to mix. Rub in the butter, leaving the mixture cool and powdery, without allowing it to become pasty. Whisk the eggs with the orange zest and vanilla and stir into the flour mixture to form a dough. Knead lightly on a floured surface by folding the dough over on itself 3 or 4 times. Wrap in plastic and chill until firm, about 1 hour.
To form the biscotti, divide the dough into 3 pieces. Roll each piece into a cylinder 12 inches long. Flatten the cylinder to make a rectangle 12 × 4 inches. Spoon a line of the preserves down the middle of each rectangle, lengthwise, using less than 3 tablespoons of preserves for each piece of dough. Bring the long edges of the dough up to meet over the preserves and pinch them together. Invert the filled logs of dough onto paper-lined cookie sheets so that the seams are on the bottom. Bake the logs at 350 degrees for about 20 minutes, until golden and firm. Cool on the pans until cool enough to handle, then cut into ½-inch diagonal slices. If the centers of the biscotti, where the preserves meet the dough, seem very wet, arrange the biscotti on cookie sheets, cut side down, and return to the oven for no more than 5 minutes. Cool, and store in a tin.