Cream together shortening, sugar, and vanilla.

Add egg; beat until light and fluffy.

Stir in milk.

In a medium bowl, sift together dry ingredients; blend into creamed mixture.

Divide dough in half. Chill for 1 hour.

Roll out dough on floured surface. Use floured cookie cutters.

Bake on greased cookie sheet. 375°F for 6-8 minutes.