Heat oven to 325℉ (165℃).
Line 2 sheet pans with parchment paper. Set aside.
In a small bowl, sift together flour, cocoas, baking powder, and salt. Set aside.
With an electric mixer, beat shortening and sugar until fluffy, about 1 minute.
Add egg, milk, and vanilla.
Beat until blended.
Stir in flour mixture.
Form dough into a smooth ball.
Place dough between 2 sheets of parchment paper.
Roll to 3/16 inch thick.
Use a fluted cutter to cut out cookies.
Gather and re-roll scraps until all dough is used.
Place on prepared pans.
Bake for 17 minutes.
Allow to cool on pans.