With an electric mixer cream together the butter and sugar. Add egg yolks, cognac and baking powder. Mix well.
Mixing with your hands gradually add the flour until the mixture is soft but no longer sticking to your hands, you may not use all the flour.
Take walnut-sized pieces of dough and roll into a 'snake' about 1cm in diameter. Make shapes with the snake: 'S' shapes, pinwheels, plaits, etc. Place biscuits on a baking tray leaving around 1cm space in between each biscuit. Brush biscuits with whisked egg.
Bake in the preheated oven until golden; about 15 to 20 minutes. Cool slightly before transferring from baking tray to wire rack to cool completely.