To prepare the dough: Mix the flour, baking powder and salt in a separate bowl and set aside. Cream the shortening and sugar until creamy. Add the egg yolks and vanilla. Then gradually add the dry ingredients, alternating with the milk, until well blended. The dough should be soft, not dry and stiff. Chill for 1 hour or overnight.
To prepare the filling: Cut away hard stems of the figs. Chop figs and dried apricots finely. Put the figs, apricots, raisins, dried cherries, cloves, cinnamon, honey and water into a heavy pot and cook until the liquid is absorbed into the ingredients. Cool slightly. (Filling can be made one day ahead; refrigerate after it cools and bring to room temperature to make cookies.)
Preheat oven to 350 degrees. Divide dough into eighths, working with one piece at a time and keeping the rest refrigerated. Roll each piece into a rectangle about 5 by 12 inches. Spread the filling along the longer edge, roll over once and tuck under. Cut away any excess dough on ends.
Cut the roll into 1 1/2-inch pieces. Place on cookie sheets lined with parchment paper about 1 inch apart. Bake 8 to 10 minutes, until the bottoms are golden brown. Let cool on wire racks.
To prepare the icing: Cream the confectioner's sugar and the vegetable shortening. Add enough milk until the icing spreads smoothly without running. After frosting the cookies, top with colored candy sprinkles.
Makes about 6 dozen.
From Karin Welzel, food writer, Pittsburgh (Pa.) Tribune-Review