1. Heat oven to 375°. Remove wrappers from chocolate.
2. Beat shortening and peanut butter in a large bowl until well blended. Add sugar and brown sugar. Beat until fluffy. Add egg, milk and vanilla then beat well. Stir together, flour, baking soda, and salt; gradually beat into peanut butter mixture.
3. Shape dough into 1-inch balls. Roll in granulated sugar; place on ungreased cookie sheet.
4. Bake 8 to 10 minutes or until lightly browned. Immediately press a chocolate into center of each cookie. As you press the chocolate down, the cookie will crack around the edges. Remove cookies from sheet and place on wire rack to cool.