Italian Pillows

Directions

1. 1
   Cream shortening in a large mixing bowl; gradually add sugar, beating until light and fluffy. Add vanilla and salt; beat well. Add 4 eggs, one at a time, beating well after each addition. Press hard-cooked egg yolks through a sieve into creamed mixture, stirring well.
2. 2
   Add flour to creamed mixture alternately with whipping cream, beginning and ending with flour. Stir well after each addition. Cover and chill several hours or overnight.
3. 3
   Work with one-fourth of dough at a time, keeping remaining dough chilled until ready to use. Roll to 1/4-inch thickness on a well-floured surface, and cut into 2-inch squares. Place 1/4 teaspoon orange marmalade in center of each square. Fold dough into a triangle, and press edges together with a fork. Brush tops with egg white.
4. 4
   Place 2 inches apart on lightly greased cookie sheets. Bake at 350° for 15 minutes or until lightly browned. Remove to wire racks to cool. Repeat procedure with remaining dough, marmalade, and egg whites.