In a food processor bowl combine brown sugar, pecans, coffee crystals, cinnamon, and cloves. Cover and process until nuts are finely chopped. Add butter, lemon peel, and orange peel; process until butter is evenly mixed. Add brandy or milk and egg yolk; process until combined. Add flour gradually, processing until combined.
Divide dough in half. Shape each half into a 6 inch-long-roll. Wrap each roll in plastic wrap or waxed paper. Chill in the refrigerator about 2 hours or until firm.
Using a sharp knife, cut dough into 1/4-inch-thick slices. Place slices 1-1/2 inches apart on an ungreased cookie sheet.
Bake in a 375 degree F oven for 7 to 8 minutes or until lightly browned. Transfer cookies to a wire rack; cool. Pipe or drizzle cooled cookies with Brandy Icing.
Combine powdered sugar, vanilla, and brandy. Add milk, 1 teaspoon at a time, to make desired consistency.