Preheat the oven to 350 F (180 C). Lightly spray parchment paper and place on cookie sheets.
Sift all the dry ingredients together on to wax paper. Repeat this several times to thoroughly combine the ingredients -- I did it 4 times.
Put the dry ingredients into the bowl of a food processor. Add the shortening. Pulse the processor several times until the mixture resembles coarse meal. (You may do this by hand but it's quick and easy with the processor.
Combine the Fiori di Sicilia with 1/2 cup of milk.
Pour the dry ingredient mixture into a large bowl. Add the chopped nuts and chcolate chips and stir to combine.
Add the milk to the dry ingredients and work it in with your hands until it is well blended. If it seems too dry add the additional milk until the dough holds together but isn't sticky.
On non-stick silpat or a wooden board knead the dough a few times. Then cut into four equal parts. Roll each piece into a long rope. Cut that rope into 12 even pieces. Make a ball out of each piece and then put the ball on the parchment paper.
Place 1 inch apart on the paper. Continue with each rope.
Bake for 15 to 20 minutes or until they are firm.
While the cookies are cooling make the glaze.
Sift the Confectioners' sugar and cocoa several times until both are combined. Put the mixture in a bowl and add the 3 Tablespoons milk and the flavoring. Beat until smooth. Add additional milk if necessary to make a thin frosting.
Once the cookies are cool, dip the tops into the icing, place on racks that are over wax paper (to catch the drips), and sprinkle with the colored spinkles.
Let the frosting dry completely before layering the cookies between wax/parchment paper. They will keep in an airtight container for up to 1 week or can be frozen for up to 2 months.