In a medium mixing bowl, beat the sugar and the egg on medium-high speed until pale, thick, and creamy, about 2 minutes. Beat in the zest, orange blossom water, and oil. Stir the salt into the flour and then beat 2/3 of the flour into the batter in 2 or 3 additions.
Finish folding the flour in by hand, kneading until all of the flour has been added and a smooth dough has developed. Form the dough into a ball, wrap in plastic wrap, and refrigerate for 1 hour.
Preheat oven to 350 degrees F (180 degrees C). Line a baking sheet with parchment paper. Take the dough out of the refrigerator and slightly flatten the ball into a disc. Cut the dough into 12 even wedges. Roll each wedge into a 3-inch-long (7 cm) oval log and place on the prepared baking sheet.
Shape the pieces of dough into small “navettes” or little boats by pressing to flatten just a bit, and pinching the 2 ends into rounded points. Make a 2-inch (5 cm) slit down the center of each with a sharp knife, cutting only halfway down into the dough, and carefully push the slit open slightly. Brush each cookie lightly with milk.
Bake for 20–25 minutes, or until golden; the tips and undersides should be a deeper golden brown. Remove from the oven and allow the cookies to cool on a rack. Store in a covered container.