Blend together shortening, sugar, pumpkin and egg; stir in one teaspoon vanilla. Combine remaining ingredients except cream cheese, butter and powdered sugar. Gradually beat flour mixture into pumpkin mixture. Drop by rounded tablespoonfuls onto greased baking sheets. Bake at 350 degrees for 12 to 15 minutes; cool completely. Blend together cream cheese and butter; stir in remaining vanilla. Gradually add powdered sugar until fluffy. Spread cookies with frosting. Sprinkle with orange sugar.