Heat over to 375 degrees. Combine peanut butter, shortening, brown sugar, milk and vanilla in large bowl. Beat at medium speed on electric mixer until well blended. Add egg. Beat until just blended. Combine flour, baking soda and salt. Add to creamed mixture at low speed. Mix until just blended. Drop by rounded measuring tablespoonfuls of dough 2-inches apart onto greased baking sheet. Flatten slightly in a crisscross pattern with tines of a fork. Bake one baking sheet at a time for 7 to 8 minutes, or until set and just beginning to brown. Cool 2 minutes on baking sheet. Remove cookies to cooling racks to cool completely.