Preheat oven to 375°F. In a medium bowl, cream shortening and peanut butter. Gradually beat in granulated sugar and brown sugar. Add egg, milk and vanilla. Mix well. In a small bowl, sift flour, salt and baking soda. Gradually add flour mixture to peanut butter mixture, mixing well. Shape dough into 1-inch balls. Place on an ungreased baking sheet. With finger or end of a wooden spoon, press and indentation in the center of each cookie. Bake 8 minutes. Remove from oven. Spoon a dab of jelly into each depressed center, mounding slightly. Return cookies to oven and bake 2 to 5 minutes more or until jelly is set. Place on racks to cool.

Makes about 48 cookies.