Heat oven to 375°. Remove wrappers from chocolates.

Beat shortening and peanut butter in a large bowl until well blended. Add 1/3 cup granulated sugar and brown sugar; beat until fluffy. Add egg milk and vanilla; beat well. Stir together flour, baking soda, and salt; gradually beat into peanut butter mixture.

Shape dough into 1-inch balls. Roll in granulated sugar; place on ungreased cookie sheet.

Bake 8 to 10 minutes or until lightly browned. Immediately press a chocolate into center of each cookie; cookie will crack around edges. Remove from cookie sheet to wire rack. Cool completely.

Prep time 15 minutes; bake time 8 minutes; makes 4 dozen.