In a small bowl, stir together the heavy cream and sour cream. Cover and refrigerate overnight.
Let the sour cream mixture come to room temperature. It should take about 30 minutes. Preheat the oven to 475 degrees F (245 degrees C).
In a large bowl, mix the sugar, shortening, and egg yolk together using an electric mixer. Stir the vanilla and baking soda into the sour cream mixture. Stir the sour cream mixture into the bowl with the sugar and shortening until well blended.
Combine the flour and baking powder; stir into the batter until fully incorporated.
Place the dough on a well-floured surface, as the dough will be sticky. Use ping pong ball sized pieces of dough, and roll out into an 8 or 9 inch rope. Form into a 'lazy eight' or 'infinity sign', and pinch the ends together.
Place on ungreased cookie sheets.
Bake for 5 minutes in the preheated oven, or until slightly brown. Cool completely before storing in an airtight container. Store at room temperature for up to 5 days, or 1 month in the freezer.
