In a large bowl, mix the butter, caster sugar, three yolks and vanilla with a wooden spoon until creamy. Stir in the ground rice and flour - you may need to get your hands in at the end to get all of the dry ingredients incorporated. Roughly divide the mixture into 3.
Lay out 3 large sheets of greaseproof paper, and on each one, roll out a third of the dough into a long, thin sausage - about 1in thick. Use the paper to help you to roll it out as smoothly and evenly as possible. Lightly beat the egg white, then brush all over the dough. Scatter over the preserving sugar and roll so the dough is completely coated. Wrap up in the paper and carefully transfer to the fridge to chill for 30-40 mins until firm. At this stage you can freeze for up to 2 months, wrapped well in cling film.
Heat oven to 200C/180C fan/gas 6. Using a sharp knife, slice each roll into roughly 20-30 small biscuits. Arrange over baking parchment-lined baking trays - they will spread a little so leave gaps. Bake for 8-12 mins until pale golden. Cool on the trays until firm. Can also be frozen at this stage for up to a month.