Sift the flour with the baking powder and the salt, set aside. In a large bowl, cream the shortening and the sugar with an electric mixer. Add the vanilla and egg yolk and mix well. Add the flour alternately with the milk. Mix until well incorporated. Divide dough in half. Place one half in another bowl and add the melted chocolate. Mix until well blended. Form both doughs into disks and wrap in plastic wrap. Refrigerate 1 hour. Remove one half of the dough from the refrigerator and on a lightly floured surface, roll into a 1/4 in thick rectangle. Set aside and do the same with the other dough. Place one sheet of dough on top of the other and tightly roll up. Refrigerate another 30 minutes. Meanwhile heat the oven to 400 degrees. Take the dough out and slice it thin, about 1/4 in thick. Place cookies on an ungreased cookie sheet, 1 in apart, and bake for 5-8 minutes or until lightly browned.