Preheat oven to 350 F. Place parchment paper on top of cookie sheet and spray with non stick spray.
Mix shortening and sugar and mix until thoroughly combined. Add zest and flour and mix until thoroughly combined. The dough will be very dry. Add the lime juice and using the heat from your hands, mix until the dough comes together.
Transfer to a work surface and with a rolling pin, press into a disk about 3/4" thick. As you roll, the dough will crack. When this happens, just press it together with your fingertips. Continue to do this until you have a smooth surface.
Using round cookie/biscuit cutters, cut out round shapes and transfer to prepared cookie sheet. Repeat until all the dough has been used.
Bake for 20-25 minutes, until golden. Leave to cool for 10 minutes before removing from cookie sheet.