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DIRECTIONS

Cream the sugar and shortening. Add the vanilla and eggs. Mix together very thoroughly. Sift together the flour, baking powder, and a pinch of salt. Add it to the sugar mixture and then add the milk. Mix it together just enough to form the dough. This dough will be very soft, but if it is too sticky, add more flour; too dry, add more milk. Cover and let it rest for 10 minutes.
Meanwhile, cover a cookie sheet with kitchen parchment.
Divide the dough into twelve equal parts. Using the palms of your hands, roll each piece into a cigar shape, about 12 inches long. Cut off two 1-inch pieces from each cigar.
Working on the parchment, form each cigar into a U shape. Place the egg horizontally into the curve of the U. Roll the little pieces and crisscross them over the egg. Slightly turn out the top of the U. Using the point of a sharp knife or a dough scraper, form little hash marks along the outer edges of the U to make a decorative pattern. Place the cakes about 2 inches apart on the sheet.
When the cookie sheet is full, brush each one with slightly beaten egg whites and sprinkle with nonpareils. Bake for about 20 minutes, or until golden brown, in the center of a preheated 400° oven. The egg, of course, hard cooks in the oven.