Preheat oven to 375

Cream shortening, orange peel, sugar and vanilla. Add egg, beat until light and fluffy. Stir in milk.

Sift dry ingredients together, blend into wet. Divide dough in half, wrap in waxed paper, chill for 1 hour.

Roll to 1/8" thickness. Cut out, bake for 6-8 minutes. Cool on racks.