1) Heat oven to 375 degrees.
2) Remove wrappers from chocolates.
3) Beat shortening and peanut butter in a large bowl until well blended.
4) Add 1/3 cup granulated sugar and brown sugar; beat until fluffy.
5) Add egg, milk, and vanilla; beat well
6) Stir together flour, baking soda, and salt; gradually beat into peanut butter mixture.
7) Shape dough into 1-inch balls.
8) Roll in granulated sugar; place on ungreased cookie sheet.
9) Bake 8-10 min or until lightly browned. Immediately press a chocolate into center of each cookie; cookie will crack around edges.
10) Remove from cookie sheet to wire rack. Cool completely.