Preheat oven to 375℉.
In a large mixing bowl, using a hand mixer beat together the shortening, peanut butter, brown sugar, milk, and vanilla until well blended.
Add the egg and mix just until combined. Do not overmix.
In a small mixing bowl, whisk the flour, cocoa powder, baking soda, and salt.
Add the dry mixture to the wet mixture and stir until combined.
Using a medium-size cookie scoop form 1 to 1½ inch dough balls and place them on a parchment lined cookie sheet. (If you don't use parchment paper, place the dough balls on an ungreased baking sheet.)
Use a fork to press the dough down in a criss cross pattern on each cookie.
Bake for 7 to 8 minutes at 375℉ until just set around the edges. Leave the cookies on the baking sheet for 2 minutes to cool, then transfer to a wire cooling rack to finish.