Cream together shortening and sugar. Add eggs and vanilla, blend well.
Sift flour, baking powder and salt. Slowly blend dry mix into wet until a dough forms.
Divide dough into thirds or quarters and add one color to each batch. Work food coloring in well.
Refrigerate for 30 minutes to 24 hours.
Preheat oven to 400 degrees.
On a lightly floured surface, combine two or three colors and lightly work together- just mash lightly so they don't blend too much. Roll out cookie dough to 1/4 inch thickness.
Cut out desired shapes using a 2-inch cookie cutter. Transfer cut-outs to a cookie sheet. Continue until sheet is full. This recipe only makes 20-24 cookies, if you need more double the cookie dough.
Bake for 6-7 minutes or until very lightly browned. remove from oven and transfer to a cooking rack. Repeat with the remaining dough.
If you've tried this recipe, come back and let us know how it was!