In a medium bowl, cream together the sugar and shortening. Stir in the egg and vanilla, then beat until light and fluffy. Combine the cake flour, baking soda and salt. Stir into the creamed mixture until well-blended. The dough will be stiff, so you may need to use your hands to mix depending on the strength of your mixer. Roll dough into a log about 15 inches long (or 2 narrower logs, about 10-12 inches each). If you find the dough falling apart too much, knead one teaspoon of milk at a time into the dough until it will hold up to shaping. If desired, you can coat the log with ground nuts or colored or chocolate sprinkles before chilling and slicing. Beat the egg, egg white or yolk with a tablespoon of water, brush over the log, then roll the log in your choice of coating, pressing them in a bit. Red and green sprinkles mixed together and used to edge the vanilla cookies is really nice around the holidays. Instructions for marble cookies are given below. Wrap the dough tightly in plastic wrap or wax paper and refrigerate for about 1/2 hour. If you chill them longer, let the log sit out for a bit before slicing or the dough will be too hard and may crumble. To bake, preheat oven to 350 degrees. Grease cookie sheets. Unwrap dough and using a very thin, sharp knife, cut into 1/2 inch slices. This dough is a bit difficult to work with, and may tend to crumble. If it does, let it warm up a bit more before slicing. Place cookies 1 1/2 inches apart on the prepared cookie sheets. If you prefer, gently adjust the edges of the cookies to make them as close to a circle as possible. Lightly press a chocolate star, walnut half, or any other similar addition in the center of each cookie. Bake for 10 to 15 minutes, or until just barely browned around the edges and the middle has set. If making the smaller cookies, bake for 9-12 minutes. Allow cookies to cool on the baking sheets for a few minutes before removing to a cooling rack. One possible variation is melting some chocolae chips with a small bit of vegetable shortening and then piping a star onto the center of each baked and cooled cookie, then putting them in the refrigerator until the chocolate is set. TO MAKE MARBLE COOKIES:: Divide the finished dough in half, and add 1/3 to 1/2 cup unsweetened cocoa powder and 1-2 tablespoons of milk to one of the halves and blend well. Roll both flavors out to separate logs, then put one on top of the other and press lightly together. Twist in a few places and and fold the dough over on itself once or twice to marble the dough, but not too much because you want a nice distinct marble with a bit of thin, delicate swirls here and there and look really nice once they're baked. Then roll into one or two logs, chill, slice and bake as directed above. For Christmas, try separating the dough into 3 or 4 parts, coloring one red, one green, and one chocolate, leaving a 4th section plain, and then marbleing. For Halloween, use orange coloring instead of plain marbled with chocolate dough. These look great with a chocolate star placed or piped onto the center of the cookie. These cookies are nice and crisp without being hard, and will keep well kept in a covered plastic container or plastic bag.