Combine the first 4 ingredients in a bowl, and set aside. Beat the margarine at medium speed of a mixer until light and fluffy. Gradually add the sugar, beating at medium speed of a mixer until well-blended. Add the lemon rind, vanilla extract, and egg white, and beat well. Add the flour mixture, and stir until well-blended. Turn the dough out onto wax paper, and shape into a 6-inch log. Wrap the log in wax paper, and freeze for 3 hours or until very firm.
Preheat oven to 350°.
Cut log into 24 (1/4-inch) slices, and place slices 1 inch apart on a baking sheet coated with cooking spray. Bake at 350° for 8 to 10 minutes. Remove from pan, and cool on wire racks.