A pinata cookie is basically what you'd imagine it to be, a cookie that you break open to reveal candy inside! They were the perfect thing to make on the eve of Cinco de Mayo. You don't have to have a celebratory margarita while you bake, but we found it helpful.
The tutorial on www.sheknows.com is extraordinarily thorough, so I won't attempt to post the step by step here.
I will share a few things we learned. In the future, we'd likely use a different sugar cookie recipe. This one calls for both butter and oil, and the dough feels particularly greasy. These also crumbled easily.
The instructions say to bake the squares of dough and then cut the burro (technically ours was a horse) out after baking. Our metal cookie cutter conducted the heat from the cookies, which made it tricky to use. We tried making a batch where we baked them pre-cut, but these cookies spread and didn't hold the distinct shape.
At the start our goal was to have 3 or 4 intact pinata cookies when all was said and done. We ended up with around 10, so overall I'd say this was a success. Ole!