Preheat oven to 175°C (approximately 350°F). Chop marzipan. Place flour on a flat work surface and create a well in center. Pour in powdered sugar, vanilla sugar, salt, choped marzipan, diced cold butter and egg white. Starting in center, knead into a smooth dough. Wrap in plastic wrap and refrigerate for 1 hour.
Roll dough on a lightly floured surface into a strand until about 3 cm (approximately 1 inch) thick. Cut into 2 cm (approximately 3/4 inch) pieces. Roll each piece of dough into a ball, flatten and place on baking sheet lined with baking paper. Bake in preheated oven on middle rack until golden brown, or about 12-15 minutes. Remove, sprinkle with powdered sugar and cool. Push a wooden skewer through 3 cookies and serve.