Heat oven to 375°F.
Remove wrappers from chocolates.
In a large bowl. beat shortening and peanut butter until well blended.
Add 1/3 cup granulated sugar and brown sugar; beat until fluffy.
Add egg, milk and vanilla; beat well.
In a medium bowl, stir together flour, baking soda and salt and gradually beat into peanut butter mixture.
Shape dough into 1-inch balls.
Place granulated sugar on a plate and roll cookies in the sugar; place on ungreased cookie sheet.
Bake 8 to 10 minutes or until lightly browned.
Remove from oven and immediately press a chocolate into center of each cookie; cookie will crack around edges.
Remove from cookie sheet to wire rack; cool completely.
