In a large mixing bowl, beat together the shortening and sugar till smooth. Add the buttermilk or sour milk and vanilla, again beating till well-combined. The mixture may look a bit curdled; that's OK.
Add the nutmeg, flour, baking soda and salt to the wet ingredients, and beat until the mixture forms a cohesive dough.
Drop the dough in round blobs onto a parchment-lined or greased baking sheet. They should be a bit bigger than a ping-pong ball, a bit smaller than a golf ball. Using a cookie scoop (or, if you have one, a small ice cream scoop, one that will hold about 2
Bake the cookies in a preheated 350°F oven for about 16 to 18 minutes, or until they're just beginning to brown around the bottom edges. Remove them from the oven, and cool on a rack. As they cool, they'll become crisp. If you want them to remain crisp, s
To make 4-inch cookies, make balls of dough about the size of a hand ball. Flatten them and bake as directed above.