Cream together the shortening and sugar. Mix in eggs and beat well.
In a separate bowl, sift together the flour, baking powder, baking soda and salt. Add flour mixture to shortening mixture in thirds. After each third, add 1/4 cup of the milk and mix well. Dough will be soft.
Put dough on well-floured surface and knead in just enough additional flour so it can be rolled. Cut with your favorite cookie cutter.
Transfer to parchment-lined baking sheet and bake for 10 minutes. I rotate my sheets, baking each sheet 5 minutes on middle, then 5 minutes on top rack.
