Cream the shortening and sugar in a large bowl. Mix in eggs, vanilla and milk. In a separate bowl, whisk together dry ingredients. Add dry ingredients to the large bowl and mix until well combined. Wrap dough in plastic and chill for two to three hours. Roll out dough to 1/8 inch thick on a lightly floured board. Cut into desired shapes with cookie cutters and place on cookie sheets. Bake at 400 degrees for 8-10 minutes.