In a large bowl mix sugar and shortening in a large bowl until creamy. Add vanilla and eggs.
Stir in flour, baking powder and salt until combined and a soft dough is formed. Cover and refrigerate at least one hour.
Preheat oven to 375 degrees F. Line cookie sheets with aluminum foil or parchment paper. THIS IS NOT OPTIONAL! The candy will stick to your pans once it melts and re-hardens and will not come off without a lot of soaking.
Roll dough to 1/8" thickness and cut out outer shapes. Move to cookie sheets then cut out inner shapes with small cookie cutters or freehand with a knife. I use approximately 3" circles or hearts for the outer cookie and 1" cutters for the inside shape.
Put a ring shaped candy in the hole of each cookie. Bake for 7-8 minutes, watching carefully. As soon as the candy is melted and the cookies just start to turn tan remove from oven to avoid scorching. If the candy has not completely filled the hole immediately spread with a knife.
Slide foil or parchment paper off of cookie sheet and on to a cooling rack and allow cookies to cool completely. Remove cookies from foil/parchment, they might stick a little at first so you may need to peel the foil/parchment from the back to be sure to remove it all.