Thoroughly cream shortening, vanilla, sugar, and orange zest if using in a large bowl. 2 to 3 minutes.
Add eggs and beat until light and fluffy, about 2 to 3 minutes. Beat in milk until combined.
In a separate bowl sift together flour, baking powder, and salt.
Stir the flour mixture into the shortening mixture gently until it begins to come together. If not adding color, continue to mix gently until the dough is a soft ball. Then separate into a few chunks, wrap in plastic and refrigerate 1 hour.
If adding color, separate the dough into separate bowls, one for each color. Add in food coloring and mix gently until full incorporated and then wrap each in plastic and chill for 1 hour.
Baking Instructions
After 1 hour, preheat oven to 350°F and line two baking sheets with parchment paper.
Lightly dust a clean surface with flour and take one chunk of cookie dough from the fridge. Lightly dust a rolling pin with flour and roll dough out to between 1/4" - 1/2" thick.
Use desired cookie cutter to cut out shapes, try to get as many cookies out of each roll as possible. Then peel away excess dough and use a lightly floured thin spatula to transfer cookies to baking sheet.
If decorating with sprinkles, add at this stage.
Bake in oven for 7 to 8 minutes. While the first batch is baking, bring together remaining dough and roll out next batch, cut out and place onto second baking sheet.
Remove cookies from oven, the cookies will appear under baked and be very soft to the touch. Do not bake until golden brown or they won't be soft.
Let cool 1 minute on baking sheet then transfer to a cooling sheet to finish cooling.
Optional Decorating Instructions
If you want to ice your cookies, mix up chosen cookie icing (I've linked the one I use both in the post and below).
When cookies are completely cool, place on a sheet of parchment paper or wax paper and fill a piping bag fitted with a narrow straight tip with your icing.
Ice around the edges of cookie then fill in in whatever pattern makes you happy!
For all cookies, decorated or not, store in an airtight container for up to a week. Wait until icing is completely dry before storing, and place wax or parchment paper between layers of cookies to prevent sticking.
Notes
Get the cookie icing recipe I use here. *If you prefer crisper cookies, roll thinner and bake for the same time. They will brown slightly on the edges. *If you only have one baking sheet, simply place next batch on a sheet of parchment paper and slide onto baking sheet after you take the first batch off.