Although history doesn’t reveal the origin of these cookies, it’s believed that they were created by the descendants of the early Spanish settlers in New Mexico. Traditionally they are served at the holiday season and can be found gracing tables after the lighting of the luminaries on Christmas Eve. They are so popular that they have been declared the Official State Cookie. New Mexico is probably the only state that has one! These flaky cookies with a hint of anise must be prepared with lard for the traditional taste, although shortening can be substituted.