Heat oven to 375°F. Remove wrappers from chocolates.
Beat shortening and peanut butter in large bowl until well blended. Add brown sugar and 1/3 cup granulated sugar; beat until fluffy. Add egg, milk and vanilla; eat well. Stir together flour, cocoa, baking soda and salt; gradually eat into peanut butter
Shape dough into 1-inch balls. Roll in granulated sugar; place on ungreased cookie sheet.
Bake 8 to 10 minutes or until set. Immediately press chocolates into center of each cookies; cookie will crack around edges. Remove from cookie sheet to wire wrack. Cool completely.