Preheat oven to 350ºF.
In a large bowl, cream shortening and sugar until combined.
Add eggs, one at a time, then vanilla. Add milk and mix until smooth.
Add flours and baking powder; mix until dough forms.
Turn dough onto a lightly floured surface; knead 10-12 times or until smooth. Divide dough into portions. Shape each portion into a log. Cut logs into 2-inch pieces.
Soak the sesame seeds in room temperature water for about 5 minutes, then drain and place on a cookie sheet.
Roll cookies around in the sesame seeds and place 2 inches apart on greased baking sheets.
Bake until sesame seeds look toasted. Cool and serve.