In a medium bowl, whisk together the flour, baking powder and salt.
In a large mixing bowl, use an electric mixer to beat the butter and sugar until smooth.
Add egg yolk, vanilla extract, almond extract, and orange food coloring to the mixing bowl. Beat until mixed well.
Add half of the flour mixture to the sugar mixture and beat until combined. Add the milk, and the rest of the flour mixture and beat well.
Divide dough into two balls. Cover in plastic wrap and refrigerate for an hour or until firm.
Remove from the refrigerator. Roll out each ball between sheets of plastic wrap until the dough is an approximate 7” x 11” rectangle shape that is ¼” thick. The plastic wrap will prevent the cookie dough from sticking to the rolling pin.
Using a knife, cut 2 straight lines along the length of the rectangle to square off the dough. (see photo). Cut triangles approximately 3 ½” wide at their wide end and narrowing to a point. Rotate the direction of the triangles you cut so that the point of one end becomes the wide end of the next triangle. You can also use cookie cutters - dust cookie cutters with flour so they do not stick to the dough.
Ball up leftover dough and roll out to create more triangles. You should be able to make 12 large triangles (6 from each ball of dough).
Transfer triangles to a baking sheet covered in parchment paper. Leave 2 inches between each cookie to allow for the cookie to expand while cooking.
Bake for 9-11 minutes until the cookies are puffed up and lightly golden.
Remove from the oven and transfer to a cooling rack. Allow to cool completely.
In a microwave safe bowl, melt chocolate chips and 1 teaspoon of shortening in 30 second increments, stirring in between microwaving, until chocolate is almost fully melted. Stir until it’s melted. Repeat with white chocolate and 1 teaspoon of shortening.
Dip one end of the cookie in chocolate and one end in white chocolate.
Let sit on parchment paper until it’s hardened. Serve.