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Beat shortening and sugar until light and creamy.
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Gradually add flour to form a smooth dough.
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Add 1 tablespoon lime zest, vanilla extract, and fresh lime juice, mix well.
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Place dough onto floured surface and divide into two. Shape each half into 8-inch log.
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Wrap in plastic wrap and chill for at least 2 hours or overnight.
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Preheat oven to 325 degrees. Line baking sheet with parchment paper.
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Combine powdered sugar and remaining lime zest.
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Slice each log into 1/2 inch slices, place on baking sheet about 2 inches apart.
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Bake for 12-15 minutes or until golden brown around the edges.
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Allow to cool a few minutes on baking sheet, while still warm dip cookies in lime zest sugar mixture.