Cream half a cupful of butter with a cupful of powdered sugar; beat an egg very light and stir into the creamed sugar and butter. Beat hard for a minute; add a cupful of milk, a teaspoonful of vanilla and 2 ½ cupfuls of flour, sifted twice with 2 teaspoonfuls of baking powder. Mix into a soft dough, roll thin, cut into rounds of any shape you like and bake in a steady oven.
Wash with white of egg and sift sugar over them while hot.