Preheat oven to 350°. Cream sugar and shortening in large bowl. Add eggs. Stir in vanilla. In medium bowl, mix remaining ingredients. Gradually add to the egg and sugar mixture, stirring/mixing until well mixed. Cool dough so it is easier to work with.
Work with 1/2 dough at a time, keeping remaining dough in fridge. Roll approx 1/4 in thick onto floured counter or pastry cloth. Cut with cookie cutters and transfer to cookie sheet or baking stone. Bake 10-12 minutes, or until desired. Cool before frosting and decorating. Makes approx 3 dozen, depending on size.
Cream shortening and butter together in bowl with electric mixer. Beat in vanilla. Gradually add sugar, one cup at a time (will be dry). Add milk and beat at high speed until light and fluffy. May refrigerate up to 1 week in airtight container; re-whip before using. May thin with milk or corn syrup. Makes 3 cups.