Preheat oven to 300 F (150 C).
In large bowl beat butter with sugar until fluffy. Stir in cornstarch, orange zest, nutmeg and salt until blended. Add flour one-third at a time, stirring each addition in before adding the next until all gone.
Between waxed or parchment paper roll out dough on a cookie sheet or cutting board to 1/2 inch thickness. Put on a plate or small cutting board and refrigerate for minimum 30 minutes.
Using floured star cookie cutter (1 1/2 inch), cut out shapes, re-rolling scraps and cutting out cookies as you go. Place about 1 inch apart on parchment lined baking sheets.
Put one baking sheet on top and one on the bottom thirds of oven baking for 6 minutes than switch and rotate pans. Bake for another 4 minutes. Switch & rotate pans again. Watch your cookies at this point and check regularly as every oven is different. When the bottoms brown slightly take them out.
Let cookies cool in pans for about 5 minutes then transfer to racks. Using a sprinkler/shaker/colander shake/sprinkle the icing sugar all over the cookies while they are sitting on the rack and while they are still warm. I find this helps the icing sugar adhere to and stay on the cookie.