Cream shortening with sugar and well-beaten eggs. Stir in milk and vanilla. Sift flour with baking powder and mix into egg mixture. Chill dough until firm.
To Make Filling: Mix cornstarch and 3/4 cup sugar, add pineapple and lemon juice. Bring to a boiling point and boil gently until the consistency of jam, stirring frequently to prevent burning. Cool before using.
Roll dough out thin and cut with cookie cutter or small glass. Put spoonful of filling on half the rounds, cover with others and seal edges with a fork. Sprinkle with sugar or cinnamon. Bake at 375 degrees F (190 degrees C) for 10 minutes or so.
