How to make
Make a well in the flour and put the lard (melted to a sludge) in it, plus the wine and baking soda. Knead a soft dough and then roll it out.
After you roll it out, cut it lengthwise, put a small piece of Turkish delight at one end, roll it up into a cigar and arrange in a tray. Repeat for all of the strips, bake until ready.
In the meantime, pour the powdered sugar in another container, add the vanillas to it and mix well.
Roll the baked wine cookies in the powdered sugar and arrange in a suitable container; sprinkle extra on top if desired.
Notes: If possible, knead the dough in a warm area, so the lard doesn't harden in the dough.
You don't have to roll it out, you can just make balls instead - put a piece of Turkish delight in each ball and reshape them.