Beat shortening and peanut butter in large bowl until well blended. Add 1/3 cup granulated sugar and brown sugar; beat until light and fluffy. Add egg, milk and vanilla; beat well. Combine flour, baking soda and salt; gradually add to peanut butter mixture, beating until well blended.
Shape dough into 1-inch balls. Roll in granulated sugar; place on ungreased cookie sheet.
Bake 8 to 10 minutes or until lightly browned. Immediately place 3 chocolates on top of each cookie, pressing down slightly. Remove from cookie sheet to wire rack. Cool completely.