Combine flour, salt, and baking soda in a large bowl. Set aside.

Stir together shortening, sugar, eggs, and vanilla in a separate large bowl. Mix in flour mixture with your hands until well blended.

Divide dough into 3 parts; shape each part into a cylinder, 1 1/2 inches in diameter and about 7 inches long. Roll cylinders in colored sugar. Chill, covered, in the refrigerator for several hours to overnight.

Preheat the oven to 400 degrees F (205 degrees C). Grease baking sheets.

Cut cylinders into 1/4-inch slices and place on the prepared baking sheets.

Bake in the preheated oven until edges are lightly browned, 8 to 10 minutes. Cool on the baking sheets briefly before removing to a wire rack to cool completely.