Makes 2 to 3 dozen cookies
- 2 cups all-purpose flour, plus more for dusting
- 1½ tsp. baking powder
- ¼ tsp. kosher salt
- ⅔ cup vegetable shortening
- ¾ cup granulated sugar
- 5½ to 6½ Tbsp. whole milk, divided
- ½ tsp. finely grated orange or lemon zest
- ½ tsp. vanilla extract
- 1 egg plus egg yolks, divided
- food coloring
- 1 (1-pound) box confectioners' sugar
Active time: 1½ hours
Total time: 3½ hours
In a medium bowl, whisk together flour, baking powder, and salt. In a large bowl, beat shortening and granulated sugar with an electric mixer on medium speed until well combined, about 1 minute. Add 1½ Tbsp. milk, zest, vanilla, and whole egg and beat until combined. Add flour mixture and beat on slow speed just until combined. Shape dough into 2 disks, cover each with plastic wrap, and refrigerate until cold, about 2 hours.
Preheat oven to 375°. Line 2 large baking sheets with parchment paper. Working on a floured surface, roll out 1 disk until about 1/8-inch thick and use cookie cutters to cut into desired shapes. (Reroll scraps as needed.) Using a spatula, carefully transfer cookies to 1 of the prepared baking sheets.
For each glaze color: In a small bowl, whisk together 1 egg yolk, 1 tsp. water, and 2 or 3 drops food coloring; repeat for more colors. Using your fingertips or a soft brush, paint tops of cookies with glaze and bake until set but not brown around the edges, about 8 minutes. Set aside to let cool, and meanwhile repeat with remaining disk of dough.
To make icing, whisk together confectioners' sugar and 4 Tbsp. milk, adding the remaining 1 Tbsp. milk, if needed, to make a thick but pipable icing. Transfer to a resealable plastic bag and snip off a bit of 1 corner to use for piping. Decorate cookies as desired and set aside to let dry before serving.