My Favorite Christmas Cookies

My Favorite Christmas Cookies was pinched from <a href="http://www.foodnetwork.com/recipes/ree-drummond/my-favorite-christmas-cookies-recipe/index.html" target="_blank">www.foodnetwork.com.</a>
INGREDIENTS
2/3 cups vegetable shortening
3/4 cups granulated sugar
1/2 teaspoon grated orange or lemon zest
1/2 teaspoon pure vanilla extract
1 large egg
4 teaspoons milk
2 cups all-purpose flour, plus extra for rolling out dough
1 1/2 teaspoon baking powder
1/4 teaspoon fine salt
1 large egg yolk
2 to 3 drops food coloring
One 2-pound bag powdered sugar
1/4 cup milk
2 tablespoons pasteurized egg whites
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