In a large mixing bowl, cream together shortening, butter, granulated sugar, and brown sugar until light and fluffy. Add egg and beat to combine.
½ cup shortening, ½ cup unsalted butter, ½ cup granulated sugar, 1 cup packed brown sugar, 1 large egg
Add flour, cinnamon, cloves, nutmeg, allspice, baking soda and salt. Stir to combine. Stir in almonds, if using. Divide dough in half.
1 ¼ cups all purpose flour, 1 cup whole wheat flour, 1 ¼ teaspoon ground cinnamon, ½ teaspoon ground cloves, ¼ teaspoon ground nutmeg, ¼ teaspoon allspice, 1 teaspoon baking soda, ½ teaspoon salt, ½ cup sliced almonds
Place half of dough onto a sheet of parchment or waxed paper. Roll into a log about 2 inches in diameter (see note 2). Repeat with the other half of the dough.
Wrap rolls separately in the parchment paper and refrigerate overnight (see note 3). Dough can also be frozen at this point for up to 1 month. Thaw before using.
When ready to bake, preheat oven to 350ºF. Cut dough rolls into ¼ inch slices and place 2 inches apart on parchment paper-lined baking sheets. If you want, you can press additional almond slices in the tops of the cookies before they're baked.
Bake for 10 minutes or until just golden brown..
Cool for 2 to 3 minutes on baking sheet before removing to a wire rack to cool completely. Store in airtight container.
Notes
Flour: If you would rather omit the whole wheat flour, you can use all-purpose flour instead (2¼ cups total).
Smaller cookies: Make your dough logs longer and thinner. Cut into ¼-inch slices.
Chilling note: To keep cookies round, put the dough logs into two glasses on their sides, open end to open end, in the refrigerator. This will keep the dough from flattening on one side as it chills. If you happen to have a couple of empty paper towel tubes, they work great, too.
Nut-free: Traditional windmill cookies have sliced almonds. I leave them out of my cookies because of nut allergies in my family.