In a mixing bowl, cream shortening, peanut butter and sugar. Add egg, milk and vanilla. Combine the flour, baking soda and salt; gradually add to creamed mixture. Cover and refrigerate for 1 hour or more, until easy to handle. Turn onto a lightly floured surface; roll into a 16 by 12 inch rectangle.
Melt chocolate chips; cool slightly. Spread over dough to within 1/2 inch of edges. Tightly roll up jelly-roll style, starting with a long side. Wrap in plastic wrap. Refrigerate for 30 minutes.
Unwrap and cut into 1/4 inch thick slices. Place 1 inch apart on ungreased baking sheets. Bake at 350 degrees for 8-10 minutes or until lightly browned. Remove to wire racks to cool. Do NOT over-bake. These should not be hard cookies.
Refrigerating dough well is the key to making these cookies. If they are too soft (because it is warm) the dough will not hold up.
Work quickly once dough is removed from the refrigerator.