Heat oven to 375℉ and prepare baking sheets. I like to use silicone mats to get thin cookies, but parchment paper will also work.
In a stand mixer or using a hand held mixer combine shortening, sugar, milk and vanilla. At medium speed beat until well combined and smooth. Add egg and beat into creamed mixture.
Add flour, salt and baking soda and mix until just combined.
Pour in chips and candy pieces and stir until all combined. I like to press pecans into scooped balls of dough on cookie sheet as not everyone likes pecans. But you can also stir them in!
Bake for 8-10 minutes. Until edges are slightly golden. The centers will look slightly under cooked. They will continue to cook on the cookies for 3 minutes. Then remove to cooling racks.
Refrigerated Dough
I love to make a batch of this dough and bake a few cookies, then store the extra dough in my fridge for the week. About 30 minutes before ready to bake I pull the dough out and let it warm slightly then scoop out my desired quantity. Let these continue to room temperature for the rest of that 30 minutes then bake as directed. If you want to bake straight from the fridge just add an extra minute or two to bake time.