Heat oven to 350 degrees. Lightly grease cookie sheet.
Cream shortening, brown sugar, granulated sugar in large bowl until fluffy. Beat in egg and vanilla. Stir together flour, baking soda, salt. Add alternately with milk to sugar mixture. Stir in oats and andy pieces. Drop by scant 1/4 cupfuls or #16 scoop onto prepared pan.
Bake 12 to 15 minutes or until lightly browned. Cool 10 minutes on cookie sheet. Remove from cookie sheet to wire rack. Cool completely. About 1 dozen pieces.