In a large bowl, cream the shortening, cream cheese and sugar until light and fluffy. Beat in egg yolk and vanilla. Combine the flour, salt and cinnamon; gradually add to creamed mixture and mix well. Stir in orange peel. Add food coloring if desired.
Using a cookie press fitted with the disk of your choice, press dough 1 in. apart onto ungreased baking sheets. Decorate if desired. Bake at 350° for 9-12 minutes or until set (do not brown). Remove to wire racks to cool. Yield: about 9 dozen.