Make the tarts: Pulse the flour, granulated sugar and salt in a food processor until combined. Add the shortening and about one-quarter of the butter and pulse until they disappear into the flour, about 30 seconds. Add the remaining butter and pulse a few times, until the mixture looks like coarse meal with pea-size bits of butter. Add 1/2 cup ice water and pulse once or twice, until the dough just comes together. Turn the dough out onto a piece of plastic wrap, form into a disk and wrap tightly; chill at least 1 hour and up to 1 day. (For quicker tarts, use refrigerated pie dough and skip this step.)
On a lightly floured surface, roll out the dough into a 10-by-14-inch rectangle, about 1/8 inch thick. Cut out ten 4-by-3-inch rectangles using a toaster pastry press or a paring knife. Transfer to a parchment paper-lined baking sheet. Chill at least 15 minutes.
Spread 5 of the dough rectangles with a heaping tablespoonful of jelly each, leaving a 1/2-inch border all around. Brush the edges with the beaten egg, then cover with the remaining 5 dough rectangles. Crimp the edges with a fork or use the toaster pastry press to seal. Chill at least 30 minutes. Meanwhile, preheat the oven to 400 degrees F.
Bake the tarts until flaky and golden, 20 to 25 minutes, brushing with the milk after 10 minutes. Transfer to a rack to cool.
Meanwhile, make the glaze: Bring the granulated sugar, orange juice and liqueur (if using) to a simmer in a large skillet over low heat; cook until reduced by half, 5 to 7 minutes. Remove from the heat and whisk in the confectioners' sugar until smooth. Let cool. Brush the glaze on the tarts, sprinkle with the orange zest and let set, 5 minutes.