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In a mixing bowl beat shortening with an electric mixer on medium to high speed 30 seconds. Add sugar, baking powder, ginger, baking soda, cinnamon, cloves and cayenne pepper. Beat until combined, scraping bowl. Beat in the molasses, egg, vinegar and orange peel until combined. Beat in as much of the flour as you can with the mixer. Stir in remaining flour. Divide dough in half. Cover and chill for at least 4 hours or until easy to handle.
Preheat oven to 375°F. Line cookie sheets with parchment paper. Grease a cookie sheet; set aside. On a lightly floured surface, roll half of the dough at a time to 1/8 inch thick. Using a knife, cut into letters approximately 5 inches high and 4 inches wide. Place 1 inch apart on the prepared cookie sheet. Chill and reroll scraps as necessary. Keep dough chilled as it softens quickly.
Bake for about 6 minutes or until edges are lightly browned. Cool on cookie sheet 1 minute. Transfer cookies to a wire rack and let cool.
In a medium bowl combine powdered sugar, vanilla and 2 tablespoons milk. Stir in additional milk, 1 teaspoon at a time, until icing is desired consistency. Spoon onto cookies; let stand for at least 1 hour.