Preheat your oven to 350°F (175°C). Lightly grease a baking sheet or line it with parchment paper to prevent sticking and make cleanup easier.
In a large mixing bowl, combine the shortening, brown sugar, and granulated sugar. Using a hand mixer or a stand mixer, beat the ingredients together on medium speed until the mixture becomes light and fluffy. This step helps create a soft and chewy texture in the cookies.
Crack the egg into the bowl and add the vanilla extract. Beat again until fully incorporated. The egg helps bind everything together, while the vanilla adds depth of flavor.
In a separate small bowl, whisk together the flour, baking soda, and salt. This ensures that the leavening agent and salt are evenly distributed throughout the dough, preventing any uneven spots in the final cookies.
Gradually add the dry ingredient mixture to the wet ingredients, beating on low speed until just combined. Alternate adding the milk in between additions of the dry ingredients. The milk helps keep the dough soft and easy to mix.
Using a spatula or wooden spoon, gently fold in the rolled oats and the Reese’s Pieces. Stir just until evenly distributed—overmixing at this stage can make the cookies dense instead of chewy.
Scoop heaping spoonfuls of dough onto the prepared baking sheet, spacing them about 2 inches apart to allow for spreading. Use the back of the spoon or your fingertips to gently press down on each mound of dough to slightly flatten them.
Place the baking sheet in the preheated oven and bake for 13-15 minutes, or until the cookies are lightly golden around the edges. They may look slightly soft in the center, but they will firm up as they cool.
Remove the cookies from the oven and let them cool on the baking sheet for 10 minutes—this helps them set before transferring. Then, carefully move them to a wire rack to cool completely. Once cooled, dig in and enjoy! Store any leftovers in an airtight container to keep them fresh.