1/4 generous cup all-purpose flour, plus more for dusting
4 ounces yellow royal icing, thinned to piping and flooding consistency
4 ounces black royal icing, thinned to outline consistency
5 1/2-inch leg lamp cookie cutter; piping bags; number 1 and 3 piping tips; toothpicks
Position a rack in the center of the oven and preheat to 350 degrees F. Line a baking sheet with parchment paper.
Combine the cookie dough and flour either in a large bowl with an electric mixer or kneaded by hand. Wrap and let rest in the fridge for 30 minutes.
Lightly flour the work surface and roll out the dough to about 1/4-inch thick. Use a 5 1/2-inch leg lamp cookie cutter to cut out 6 cookies. Transfer them to the prepared baking sheet with a large offset spatula, spacing evenly. (For best results, lift and transfer the dough while it's still in the cutter because the leg is so thin and fragile; it helps keep the shape intact and straight.) "Stretch/pull" the cutter a little on the shoe part to help release the dough easier.
Bake until the cookies are lightly golden brown around all edges, about 9 minutes. Let cool for 15 minutes.
While the cookies are cooling, put the yellow royal icing into a piping bag with a number 3 tip and put the black royal icing into a piping bag with a number 1 tip. Have toothpicks on your workstation.
Cut a tiny hole in your yellow royal icing bag. This icing will double as your outline and flooding icing. Outline the lamp shade and then immediately flood. Use a toothpick to get rid of any air bubbles and even out any imperfections. Repeat with the remaining cookies. Allow the yellow a little time to set up and dry.
With the black icing, outline the shape of the leg starting from the bottom of the lamp shade; be as close to the edge as possible to ensure enough space for the "fishnet." Continue the outline of the shoe, and then use the same icing to fill in the shoe and use the toothpick to smooth it out and define the shape. Make even and steady strands diagonally across the leg of the lamp from left to right completely up the leg. Then repeat making strands from right to left, connecting diagonally from the top of one line to the bottom of the line underneath it. Repeat this process until the fishnet is done.
With the black icing, outline the lamp shade all the way around, making an oval at the top to create the 3-D illusion. Make a straight line along the bottom of the lamp shade evenly spaced from your outline. Then create the two ribs of the lamp shade, slightly bending them with the shape of the lamp shade.
To do the fringe on the lamp shade, pipe your black icing vertically from the bottom of the lamp shade. You may need to do two to three layers to get the layered and textured look. Repeat this process with the remaining cookies.