I could be wrong, but I dont think its supposed to be shiny, I usually use color flow with royal icing piping to do my cookies if they are to be shiny...let me know what you find out!
Try adding a bit (1 tbsp, 2, whatever... I've never measured) corn syrup when you beat the icing sugar.
Also, I tried this on my last batch - I put the iced cookies in the oven which was barely warm - set it to warm, wait 2 minutes and TURN OFF oven - I wrapped them in the morning and they had a nice sheen. That was 4 days ago and they still look good. I don't know if it's the faster drying or the corn syrup, but ...so far so good.
You have to be careful that your cookies don't dry out too much, but mine always seem to be slightly underbaked anyway(erratic oven) so it works for me.
When mixing the royal icing...beat it for a long period of time....at least thats the way I make it shinny. Hope this helps MC
Dry under a reading lamp for 10 minutes and you will get a nice gloss finish
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