Add the whole egg and the 3 yolks, orange juice and brandy and baking soda mixture. Mix until combined well. Start on low speed, and slowly increase speed to medium. The mixture looks curdled and comes together after about 2 minutes of mixing at medium speed. Stop the mixer and add the flour in 3 equal batches, mixing at a low speed between each addition. Mix until a firm dough is formed (add more flour if needed). You should be able to tear off a small ball of dough and roll it into a log, then twist it while holding its shape. Cover the bowl with plastic wrap and chill for 30 minutes.