Cream together shortening and sugars; add egg and milk; beat well. Mix together dry ingredients; stir into creamed mixture. Add nuts if you want. Shape into 2 1/2" diameter rolls. Wrap in waxed paper. Chill well.
Once chilled slice about 1/4 inch thick slices. Place 1 inch apart on lightly greased cookie sheet. Bake at 375 degrees for 5-7 minuets or until delicately browned. Remove and cool.
My husband loves these and always wants them at Christmas time. I cook one roll and the other he slices and just eats the cookie dough. It's oh-so-good!