Preheat oven to 375°F. Pull out two cookie sheets. Line the sheets with parchment paper if desired.
Beat the shortening and peanut butter in a large bowl until well blended. Add sugar and brown sugar; beat until fluffy. Add egg, milk and vanilla; beat well.
Stir together flour, baking soda and salt. Stir the dry ingredients into peanut butter mixture until just combined.
Shape dough into 1-inch balls using a small cookie scoop or spoon. Place on a cookie sheet about 2 inches apart.
Bake 10-12 minutes or until lightly browned. Immediately press a chocolate into center of each cookie; cookie will crack around edges. Remove from cookie sheet to wire rack.