1. Heat oven to 350°F. Lightly grease cookie sheet or line with parchment paper.
2. Beat shortening, brown sugar and granulated sugar in large bowl until fluffy; beat in egg and vanilla. Stir together flour, baking soda and salt; add alternately with milk to sugar mixture. Stir in oats and candy pieces. Drop by scant 1/4 cupfuls or #16 scoop onto prepared cookie sheets.
3. Bake 12 to 15 minutes or until lightly browned. Cool 10 minutes on cookie sheet. Remove from cookie sheet to wire rack. Cool completely. Makes about 12 cookies.