Cream butter and sugar in bowl.
Combine cream, orange rind and orange juice.
Sift flours, nutmeg and salt together; add to creamed mixture alternately with orange juice mixture.
Shape into roll; wrap in waxed paper.
Slice cookies; cut holes in 1 side of each cookie.
Place on greased baking sheet.
Prick cookies with fork.
Bake at 375 degrees for 8 to 10 minutes.