Grease a baking sheet. Roll out the pastry on a lightly floured surface to a 23 cm (9 inch) square and cut in half. Mix 1 tablespoon of the caster sugar with the orange rind and sprinkle over one half of the pastry. Lay the other half on top and re-roll the pastry to a 25 cm (10 inch) square. Trim off the edges to neaten.
Cut the pastry into 5 strips, then across in the opposite direction to make 25 squares. Transfer to the baking sheet, spacing them slightly apart, and prick all over with a fork. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 10 minutes until risen and pale golden. Beat the egg yolk with the remaining caster sugar. Brush over the pastries and return to the oven for a further 2 minutes or until golden. Transfer to a wire rack to cool.
Make the buttercream by beating together the butter, icing sugar and orange and lemon juice. Split each pastry in half and sandwich with the buttercream. Dust lightly with icing sugar, if liked.