In a medium bowl, cream together shortening, cream cheese, and sugar until light and fluffy. Beat in egg yolk, and lemon extract. Combine flour and salt; gradually mix into the creamed mixture in three additions, mixing well after each. Load dough into a cookie press, and press cookies onto an ungreased cookie sheet.
Bake for 8 to 10 minutes in the preheated oven, or until lightly golden. Let cool on the baking sheet for a few minutes before transferring to wire racks to cool completely.
