Can I flavor powdered sugar with vanilla beans or citris zest?

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 macaroon 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?