1. Heat oven to 350°F.
2. Beat shortening and peanut butter in large bowl until blended. Add granulated sugar and brown sugar; beat until fluffy. Add egg, milk and vanilla. Beat well. Combine flour, baking soda and salt; gradually add to peanut butter mixture. Beat well. Shape dough into 1-inch balls; place on ungreased cookie sheets.
3. Bake 8 to 10 minutes or until lightly browned. Immediately press bottom of large wooden spoon (about 1/2-inch in diameter) into center of each cookie, cookie will crack around edges. Remove from cookie sheet to wire rack; cool completely.
4. Prepare PEANUT BUTTER CREME FILLING; spoon into heavy duty (freezer) resealable plastic food storage bag. Cut off corner of bag about 1/4 inch from point; pipe frosting into indentations. Gently press mini peanut butter cup in each filled cookie. Makes about 54 cookies.
PEANUT BUTTER CREME FILLING: Beat 1 cup ready-to-spread white frosting, 1/4 cup REESE'S Creamy Peanut Butter and 1/2 teaspoon vanilla extract in medium bowl until well blended and fluffy. About 1 cup filling.