I'm asking specifically for macarons (the fussiest cookie in the known universe),
so I wouldn't be interested in trying if it would negatively affect the way the sugar behaves in a macaron recipe, but a subtle flavoring could be pretty cool. I would try just burying the zest (in big easy to remove pieces) or the vanilla bean in the sugar and letting it sit, covered, for a couple of weeks.
I wouldn't mind if it required a bit of a whir in the food processor, as long as the sugar sifted and otherwise acted like it should in the recipe.
Advice? Caveats?