With a wooden spoon, work the soft butter until smooth and incorporate the sifted icing sugar. Add the egg white one at the time, and work well the mixture until thoroughly combined. Add the sifted flour and work well again too until homogenized, then stir in the vanilla. Cover and refrigerate for at least 1 hour.

Heat oven to 425° and spray two cookie sheets with vegetable cooking spray.

Spoon four tablespoons of the batter, leaving about 3 inches between them, onto the baking sheets. Using the back of a spoon spread the mixture into very thin 4 x 3-inch ovals. You'll have about four ovals per sheet. Bake about 6 minutes or until just brown around the edges.

Workings quickly, use a long, metal spatula to transfer cookie to the work surface and roll around the dowel to form a cigarette shape. If the cookies get too stiff, return baking sheet to oven for about 30 seconds.

The cigarette may be stored in an airtight container for 2 to 3 days.