BEAT shortening, sugar and vanilla in large bowl with electric mixer until blended. Beat in egg yolks and orange juice. Combine flour and salt. Mix in gradually until dough is soft. Add more flour if needed. Wrap in wax paper or plastic wrap. Refrigerate overnight.
HEAT oven to 350ºF.
ROLL out half of chilled dough at a time to about 1/4-inch thickness on a floured surface. Cut using a star cutter. Place on ungreased cookie sheets. Cut out centers of half the stars using a small round cutter. Repeat with remaining dough. Keep chilled until ready to use.
BAKE 10 to 12 minutes. Cool on cookie sheets for 1 minute. Place on cooling racks to cool completely. Spread whole stars with preserves. Place stars with centers cut out on top. Sift with powdered sugar.