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Mix flour and sugar and cut in shortening.
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Beat eggs slightly and add to mixture.
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Add baking powder, salt, vanilla and milk.
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Mix well.
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Roll dough (small pieces at a time) to about 1/4 -inch thick.
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Cut strips and twist dough like pretzels, or use cookie cutters and cut out desired shapes.
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Add sugar sprinkles before baking if desired.
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Bake in a preheated 375 degree F oven for about 15 minutes.
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Cool 5 minutes, remove to rack and cool completely.
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NOTE: My guess is you could sprinkle with confectioner's sugar after baking.