Beat together the butter and sugar, using an electric mixer on medium-high speed, until light and fluffy, 2 to 3 minutes. Add the egg and mix until combined, scraping down the sides and bottom to be sure it is well incorporated.
Mix together the flours, rosemary, orange zest and salt in a separate medium bowl. Slowly add the dry ingredients into the butter and sugar with the mixer on low speed. Mix just until incorporated. Add the pignoli nuts and stir to combine.
Divide the dough into two equal parts. Place one part on a long sheet of plastic wrap and roll into a log about 10 inches long and 2 inches in diameter. Twist the ends to make a tight log. Repeat with the second piece of dough. Refrigerate for at least 1 hour and up to overnight.
Preheat the oven to 350 degrees F. Line 4 baking sheets with parchment paper.
Slice one of the cookie dough logs into 1/4-inch-thick rounds. Place on the prepared baking sheets, leaving about 1 inch between the cookies. Bake, 2 baking sheets at a time, until the cookies are deep golden brown on the bottom and look dry on top, 12 to 15 minutes, rotating the sheets halfway through. Transfer to wire racks to cool. Repeat with the second log of dough.
The cookie dough can be made and formed into logs ahead of time and frozen for up to 2 weeks. Thaw in refrigerator when ready to bake.