In two separate bowls, whisk together the dry ingredients for the vanilla dough and the chocolate dough.

In two separate mixing bowls, cream the butter and sugar for each dough until light and fluffy. Then, beat in the egg and vanilla for each.

Gradually mix the dry ingredients into the wet ingredients for each dough until just combined. Wrap each dough ball in plastic and chill for at least 1 hour.

On a floured surface, roll each chilled dough into a 12-14 inch log. Place one log on top of the other and twist them together.

Roll the twisted log back and forth to fuse it into one smooth, marbled log. Wrap and chill for another 30 minutes.

Preheat oven to 350°F (175°C). Line baking sheets with parchment paper.

Slice the chilled log into 1/4-1/2 inch rounds and place them 2 inches apart on baking sheets.

Bake for 10-12 minutes, until edges are set. Let cool on the sheet for 5 minutes before transferring to a wire rack to cool completely.