Sift together flour, baking powder and salt. Cream together shortening and sugar; stir in egg, evaporate milk and vanilla. Chill overnight before using. Roll out dough and cut with a heart shaped cookie cutter. Each cookie needs a top and a bottom. Bake at 350° F for 8 to 10 minutes. When cool assemble cookies. Place a teaspoon of jelly on the bottom of a cookie, then cover with another cookie. Sprinkle with confectioners' sugar.