In the bowl of an electric mixer, cream together shortening and sugar.
Add eggs and vanilla and continue mixing.
Add baking powder, salt and about 1½ cups of flour. Slowly add enough flour to the dough until the dough is soft and smooth, but not greasy or sticky - between 2 and 2½ cups.
Cut the dough into thirds and roll out one section, about ⅛" thick on a well-floured slab or baking board. Use a cup or a can to cut approximately 3" circles.
Fill with a filling of your choice and fold sides up into triangles, leaving the center slightly open.
Bake on a silicone baking sheet or a cookie sheet lined with parchment paper in a preheated oven and cook for 15-18 minutes, until golden brown.