Cream together shortening, sugar and brown sugar. Add eggs one at a time and blend well. Add vanilla. Slowly add dry ingredients. Mixture will be extremely thick. Stir in pecans.
On wax paper roll dough into rolls about 2" in diameter and about 10" long. Freeze or if you are ready to bake slice into about 1/2 inch slices and bake at 350 for about 10 minutes (or until golden on edges) For a crunchier cookie bake a few minutes longer.