Preheat your oven to 350ºF (177ºC).

In a mixing bowl, use an electric mixer on medium speed to combine the shortening, softened cream cheese, and granulated sugar until light and fluffy.

Mix in the egg yolk and vanilla extract until incorporated.

In a separate bowl, whisk together the flour, salt, and cinnamon. Gradually add this mixture to the creamed mixture, stirring until just combined. Then, fold in the orange zest.

Spoon the dough into your cookie press fitted with your desired disk shape.

Press the dough onto ungreased baking sheets, placing them about 2 inches apart. Decorate with colored sugar, sprinkles, red hots, or jimmies before baking.

Place the cookies in the oven and bake for about 6-8 minutes or until set.

Let the cookies cool on the baking sheet for 2 minutes before transferring them to wire racks to cool completely. Repeat the process with any remaining dough.