Combine flour, baking powder and mace. Set aside. Preheat oven to 375 degrees F (190 degrees C).
In large bowl, cream shortening and sugar together. Beat in eggs, then beat in the milk and vanilla extract. Beat in lemon zest. Gradually blend in dry ingredients. Cover and chill for at least four hours.
Roll out dough on floured surface to 1/8 inch thickness. Use a 2 inch round cookie cutter and cut into rounds. Place 1 inch apart on prepared cookie sheets.
Bake for 10-12 minutes or until lightly colored. Cool on cookie racks.