In a large mixing bowl beat butter or margarine with an electric mixer on medium to high speed about 30 seconds or until softened. Add sugar and beat until fluffy. Beat in the orange or lemon peel and juice. With mixer on low speed, gradually add flour and soda, beating until mixture resembles coarse crumbs. Using your hands, knead until dough is smooth.
On an ungreased cookie sheet shape 1 tablespoon dough into a triangle about 2-1/2 inches long and 2 inches wide. For wings, lightly press a pretzel into the triangle at each side near the tip of the triangle. Repeat with the remaining dough and pretzels.
Bake in a 325 degree F oven for 10 to 15 minutes or until edges are firm and bottoms are very lightly browned. With a pancake turner, lift cookies to wire racks to cool.
In a medium mixing bowl beat shortening and vanilla for 30 seconds. Gradually add about half of the powdered sugar, mixing well. Add 1 tablespoon milk. Beat in enough remaining powdered sugar to make frosting of piping consistency.
For the heads, use frosting to attach the pastel mint wafers or gumdrops to the top of the triangle. Decorate angels as desired with frosting. Makes 20 cookies.