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Line 3 baking sheets with parchment paper.
Combine the dry ingredients in a medium mixing bowl with a whisk.
Add the shortening and rub mixture between your hands until incorporated, this should take about 5 minutes.
Beat the egg, vanilla, and 4 tablespoons water in a small bowl. Incorporate the egg mixture into flour mixture with a fork until you have a shaggy dough. Begin kneading the dough by hand, adding additional water 1 teaspoon at a time until the dough comes together. Knead dough on a flat surface for 1 minute until smooth. The dough should be firm and thick.
Divide the dough into thirds and roll out each piece into a 1-inch thick rope. If dough becomes too dry to handle, sprinkle lightly with water. If the dough is too tacky to roll, dust lightly with confectioner's sugar. Cut diagonally into 1-inch pieces.
Place cookies 2-inches apart on baking sheet and allow to dry at room temperature for 24 hours. Preheat oven at 250 F. Bake for 40 minutes and allow cookies to dry out overnight on baking sheets.