Preheat oven to 350°F.
Add sugar, shortening, egg yolk, milk, salt, and vanilla to Mix n Blend II blender jar and secure lid. Select "Batter." Add ½ of flour to jar, secure lid, and press "Pulse" 2–3 times. Add remaining flour, secure lid, and pulse 6–8 times or until flour is incorporated.
Dump dough on floured surface, and sprinkle top of dough with flour. Use rolling pin to roll out dough to ¼-inch thick, and cut out dough with cookie cutter. Place on greased baking sheet. Bake for 8–10 minutes or until done.