These are the traditional Christmas cookie made throughout New Mexico. Yes, they're made with lard. If you substitute something else they will not be the very soft, delicate cookie they're meant to be. They're also highly suffused with anise seed, so if you don't like the flavor of anise, you won't like these. Actually, you either love these or hate them. We New Mexicans tend to love them. All of this state is also at altitude, so if you're cooking these near sea level I would remove 2 or 3 Tbsp. of the flour, but the dough should be very, very dry (crumbly even) when pulled together.
Cream the lard and sugar until fluffy, then incorporate the egg yolks.
Roll the anise seeds between two sheets of wax paper to release their oils and then add to mixture. (If you have a Mexican grocery near you, you will find anise in large packages for MUCH cheaper than a traditional grocery store).
Sift together 6 c. flour and 3 t. baking powder. Add into the creamed mixture, and blend lightly, as if you're making a pie crust.
Add 1/2 c. of sweet red wine and mix just until dough pulls together. The recipe calls for "Mogen David" but a moscato will do. I've actually made them with Brandy, a merlot and a malbec, whatever I was drinking. These are not sweet cookies, though, and the sweet wine will add a bit of sweetness.
Roll into tubes in waxed paper, of whatever size cookie you'd like (small is better) and refrigerate for at least an hour, or overnight if you wish.
Open wax paper and slice about 1/4" thick and place closely on baking sheet. They will not change shape very much, so you have lots of room.
Bake at 325, 8-12 minutes, or just until bottom edges turn golden. Remove to wire rack and let cool a bit.
When fairly cool, place in a bowl of cinnamon sugar and throw the mixture over the cookie. These cookies are very delicate and if they're not cool enough, or you're too robust they will break apart.
Enjoy several with your coffee and Kahlua! Children oftentimes don't like these anise flavored cookies, so if they've eaten all the other snacks, you'll still have something to enjoy.
Leftover egg whites? Make divinity! 2 c sugar, 2/3 c light corn syrup, 1/2 c hot water, boil to soft ball stage or until it spins a thread. Into 2 egg whites, beaten to stiff peaks, slowly drizzle syrup, beating to dull, stiff stage. Add finely chopped pecans and drop by tablespoonfuls onto waxed paper. Let set. Divine.