Preheat oven to 325°. In a bowl, cream shortening and sugar. Beat in egg yolks and buttermilk. Sift together flour, baking powder, soda and salt; add to creamed mixture alternately with orange juice and zest. Add egg whites and beat until smooth.
Drop by rounded teaspoonfuls onto greased cookie sheets. Bake until set, about 10 minutes. Remove to wire racks to cool completely.
For icing, combine all ingredients and beat until smooth. Frost cooled cookies.