Preheat oven to 350 degrees F (175 degrees C).

Beat vegetable shortening, white sugar, 1/4 cup milk, eggs, and 1 teaspoon vanilla extract together in a bowl. Whisk flour, salt, and baking soda in a separate bowl. Slowly beat flour mixture into shortening mixture to make a smooth dough.

Roll dough out 1/4-inch thick on a floured work surface and cut into shapes. Arrange cookies on baking sheets.

Bake in the preheated oven until cookies are firm, about 10 minutes. Let cool.