In a medium mixing bowl, sift together the flour, baking powder and salt; set aside.
In the bowl of a stand mixer, beat together the shortening and the sugar. Add the eggs one at a time; mix well.
Beat in the milk and the juice and zest of the lemon; mix well.
Add the flour one cup at a time, stopping the mixer to scrape down the sides of the bowl and incorporate the flour.
Refrigerate the dough for one hour.
Preheat the oven to 350 F.
Line 3 baking trays with parchment paper and set aside.
Scoop out dough a small portion at a time and roll dough to the length of your dough scraper (about 4-inch long).
Shape into little rings (wrap one side over the other and tuck the ends under the bottom of the cookie).
Place cookies spread apart on the sheets and bake for about 10-15 minutes, or until very lightly browned on the bottom. (every oven is different. Mine were done at about 13 minutes).
Transfer cookies to wire rack to cool.
Lemon Glaze: In a small bowl, whisk together the confectioners’ sugar, lemon juice and zest, until it forms a thick but pourable glaze (add more lemon juice if necessary). If it gets too thin, add a little more confectioners' sugar. Drizzle on each cookie, add the sprinkles and let set, about 15 minutes.
Glaze each cookie, add the sprinkles, and let set, about 15 minutes.