Knead dough briefly to soften. Fill a cookie press with dough (if making swirl cookies, fill with both kinds of dough), and fit with disk to make shapes. Squeeze cookies directly onto a baking sheet. Sprinkle with sanding sugar, if using. Bake at 350 degrees until firm, 12 to 14 minutes.
Let cool completely before dipping in the vanilla or citrus glazes, or melted white chocolate. Apply small or crushed candies, if using, while glaze is wet. Let vanilla- or citrus-glazed cookies set on a wire rack. Let white-chocolate-glazed cookies set in refrigerator, and keep chilled until ready to serve.