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Preheat oven to 350 degrees.
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Cream brown sugar and shortening together in a large bowl.
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In a small bowl, mix eggs, milk, and vanilla.
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In a medium bowl, mix spices, flour, and baking soda.
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Alternate mixing the dry and the wet ingredients into the sugar and shortening mixture to form a wet dough.
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Refrigerate for approximately 30 minutes.
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Form small teaspoon sized doughballs (about the diameter of a quarter) with your hands and roll around in a bowl of granulated sugar to cover cookie. Place on cookie sheet and bake for 9 minutes.
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While cookies are chilling, cream together all remaining ingredients to make the frosting.
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Once cookies are out of the oven, let cool for 15 minutes. Then put a quarter sized dollop of cream cheese frosting between two like sized cookies to form a sandwich. Once all cookies are sandwiched, drizzle remaining frosting over the top of all cookies.