Combine sugar and shortening in a stand mixer.
Mix in egg and milk.
Add flour, baking soda, nutmeg and salt. Stir until a soft dough is formed.
Mix in food colouring until dough becomes pink.
Form dough into walnut sized balls and place on parchment lined baking sheet.
Bake at 350 for 8-12 minutes.
When cookies have cooled, pipe frosting onto the bottom of one cookie and sandwich it with another.
Top with sprinkles if desired.