Because Lydia asked, here’s the recipe I used for peppernuts (or Pfeffernusse). It’s probably not very authentic (contains no pepper, nor ginger for that matter - the two traditional "peppery" spices), but it’s pretty easy and the resulting cookies are good.

Mix together 3/4 c sugar, 2/3 c dark corn syrup, 1/4 cup shortening (I used butter), ¼ cup milk in a heavy saucepan. Bring to a boil on top of the stove, stir. Take off heat and let cool for at least 15 minutes.

Then add 1 t anise extract, 1/2 t vanilla, 1/4 t each of cardamom, cinnamon, and ground cloves. Mix in 1/2 t baking powder sifted into 3 1/3 cups of flour (if it is very humid you may find you need to add more flour). You can mix this all up in the saucepan, which saves on cleaning one piece of crockery.

Then, take it out, put it in a big plastic bag, and stick it in the fridge for at least 2 hours.

Then, preheat the oven to 375 degrees, either grease or put parchment paper on cookie sheets, get out a cutting board and dust it with flour.

Then get your cold cooky dough. Pinch off a small handful and roll it on the cutting board – like back in grade school, when you made clay “snakes”. Roll it until it’s a cylinder between 1/4 and 1/2 inch in diameter. Then, with a floured paring knife, cut off little snips of dough – about as big as your thumbnail. Put them on the cookie sheet and bake for between 8 and 12 minutes (darker sheets will require less time; I find that the “air bake” aluminum sheets, which are usually kind of cruddy for other things, work really well for these). Let cool on paper towels. Keep in an airtight container.

Warning to those with lots of dental work: the cookies are quite hard. You may need to suck on them or soak them to avoid chipping a crown. But they taste really good (it’s the anise that does it, I think).

(And no, they do not have egg in them. I didn't forget to include it in the recipe.)

This makes TONS of cookies. In fact, the rolling and cutting get really quite tedious towards the end.

I understand that it's also possible to roll out most Pfeffernusse dough and make hear-shaped cut-out cookies, which would be called Pepparkakor (remember Pippi Longstocking?)

Other recipes abound:

allrecipes version, actually contains pepper.

A German version (has eggs but no pepper)

A version promoted as a "low-fat", healthy recipe. (I'm sorry, but there's something just WRONG about recommending a Christmas cooky recipe solely on the basis that it's low-fat. However, that recipe does look good.)

(Oh, and here's a recipe for Pippi's Pepparkakor (interestingly enough, it's a children's activity from the American Federation for the Blind). (And another version of Pippi's cookies are here)