Pre-heat the oven to 190°c/Fan 170°c/Gas Mark 5. Grease and line 2 baking sheets.
Cut the butter into cubes and place in a large bowl. Add the flour and rub the butter into the flour using your finger tips until mixture resembles fine breadcrumbs. Add the vanilla extract, sugar, egg(pre beaten) and milk and mix to a firm dough.
Sprinkle your work surface with flour and roll out the dough so it is fairly thin. Cut using a selection of Christmas theme cutters of your choice. Place the prepared shapes on the tray.
Bake in the pre heated oven for 10 - 15 minutes until golden brown. Cool on a wire rack.
Make the icing by sifting the icing sugar in a bowl and adding enough of the lemon juice to create a spreading consistency. You can divide the mixture up and colour it different colours using food colouring. Decorate by spreading the icing onto a biscuit using a teaspoon.