Prepare butter cookies as directed and let cool completely on wire racks.
Place ⅓ cup powdered sugar in each of 3 bowls. Grate some of the zest of each fruit into each bowl - the amount varies by personal preference, but I believe I used the zest from the whole lemon, the whole lime, and half of the orange.
Juice the lime, lemon, and orange separately.
Add each citrus juice to each bowl, a little at a time, stirring to observe consistency. You would like the glaze to run off the back of the spoon - not too thick. I used approximately the juice of 1 small lemon, 1 small lime, and ½ small orange - although I held back a little juice from each. This will depend on how 'juicy' your fruit is!
Place waxed paper under cookies on wire racks. Spoon glaze over cookies, making sure to distribute zest as evenly as possible. Let dry for several hours. Serve or store in an airtight container.