Mix flour and shortening as for pie crust. Make a hole in center of mixture and add egg yolks, milk, yeast, and vanilla. Mix until smooth and dough leaves sides of bowl. Form into large balls, each just large enough to roll out at one time. Cover with wax paper and refrigerate overnight. Roll out each ball about 1 cm thick on a board covered with powdered sugar.

Cut dough into 5 cm or 8 cm squares and polace 1 teaspoon of any desired filling in center of dough; fold dough over to opposite side and pinch together or roll into horn shape. Place on ungreased cookie sheet. Bake in 350 oven until lightly brown, about dozen to 15 minutes.

Sprinkle with powdered sugar before serving.