Phyllis Diller's Lemon Refrigerator Cookies

• 10 rolls on waxed paper
• 1 egg
• 250 gr flour
• 110 gr butter
• 110 gr brown sugar (light)
• 100 gr sugar
• 100 gr nuts
• 95 gr shortening
• 30 ml lemon juice (fresh)
• 6 gr lemon peel