In a large bowl, cream together the shortening and sugars until fluffy. Add the pumpkin, ‘egg’ and vanilla and mix well, scraping down the sides of the bowl to incorporate the ingredients together.
In a medium bowl, whisk together the next 8 dry ingredients (millet flour through salt) until thoroughly combined.
Beat the flour mixture into the liquid mixture a little at a time until just incorporated.
Cover dough with plastic wrap and chill in the refrigerator for at least an hour.
Preheat oven to 350 degrees. Line a baking sheet with either parchment paper or a silicone baking mat. Mix rolling sugar ingredients in a shallow bowl.
Scoop the dough into heaping tablespoon-size balls (1.5″ in diameter). Roll the balls in the rolling sugar until well-coated on all sides.
Place the balls on baking sheets at least 2 inches apart. Bake for 12-14 minutes. Let cool for 5-10 minutes before transferring to a cooling rack. Makes 20-24 cookies