In a stand mixer fitted with the paddle attachment, or with a handheld electric mixer, mix the butter, sugar, and orange zest together until sandy. Add the egg yolks and mix for 30 seconds, scraping down the sides of the bowl to ensure even mixing. The mixture should lighten in color and be very thick. Add the yogurt and stir until evenly combined, then add the blood orange juice and vanilla. Add the flour mixture all at once and stir until just combined; use a spatula to scrape down to the bottom of the bowl to ensure even mixing. The dough will be thick and sticky like cookie dough. Wrap the dough in a piece of plastic wrap and refrigerate for at least 1 hour and up to overnight.