Though Cinco de Mayo commemorates an important Mexican victory in battle, it is not Mexico's Independence Day (that's September 16). On both sides of the border it has evolved into a celebration of Mexican culture, much in the same way that St. Patrick's Day celebrates all things Irish. Of course, "culture" to a large degree means "food," and the perfect cookies to nibble on during Cinco de Mayo are Biscochitos. These cinnamon flavored cookies, often served at Christmas and at weddings, came to Mexico by way of Spain and the inclusion of anise seed and brandy (or wine) attest to their European heritage. Crisp and crunchy, they're like a cross between shortbread and cinnamon toast. Though they are beloved in the Southwest (they are the official state cookie of New Mexico), I think Biscochitos deserve wider recognition.
Most recipes for Biscochitos will tell you that you absolutely must use lard if you want them to be authentic. Having made them this way I can say that lard does, indeed, make cookies with a uniquely light, crisp texture. But it also makes them taste like…lard. So the recipe below uses a combination of shortening and butter. Authenticity aside, these cookies still have a crisp texture and I much prefer the way they taste. If you are able to get top-quality, fresh lard, you certainly can substitute it, but a lack of lard is no reason to skip over this recipe. Two other departures from tradition: To help the cookies keep their shape, this recipe includes less baking powder than is usually called for. And, to reduce risk of breakage, instead of dipping the baked cookies in cinnamon sugar, they get a coating before going into the oven. It's the custom to enjoy these with a glass of wine—I'll leave the decision about that tradition up to you.