Preheat the oven to 180 º C and line a square baking tin with parchment paper.
First, make the shortbread base:
In a large bowl, combine the flour, salt, caster sugar, and orange zest. Add the cubed butter. Using the tips of your fingers rub the butter through the flour until you have a breadcrumb-like texture. Be careful not to overwork it.
Pour the mix into the prepared baking tin and press it down until compact. Bake in the oven for 20-25 minutes until just starting to turn golden brown. Set aside.
Prepare the filling:
In a large mixing bowl, stir together the cream cheese and caster sugar until smooth.
Mix in the flour, juice, and zest of 2 oranges, the eggs, and vanilla extract until completely incorporated.
Pour the filling mixture over the shortbread base and place back in the oven for 40-45 minutes until set.
Leave to cool for 15 minutes and then place in the fridge to cool for 3-4 hours.
Remove from the tin, slice into bars and sprinkle with icing sugar.