Place butter and granulated sugar in a the bowl of an electric mixer and mix on medium speed using the paddle attachment. Mix until pale and fluffy, about 2 minutes.
Mix in whole egg and vanilla.
Reduce speed to low and add flour, rosemary and salt. Mix until combined.
Halve dough; shape each 1/2 into a log. Place each log on a 12"x16" sheet of parchment paper. Roll paper around log of dough making sure the log is approximately 1 1/2" in diameter.
Transfer to a paper towel tube to hold its shape and place in the freezer for 1 hour.
Preheat oven to 375. Lightly brush each log with egg white.
Roll log in sanding sugar.
Cut into 1/4" thick rounds. Space 1 inch apart on baking sheets lined with parchment paper. Bake until edges are golden, 18 to 20 minutes. Let cool on a wire racks.