Preheat oven to 375 degrees F (190 degrees C). Lightly grease baking sheets.
Step 2
Combine shortening, brown sugar, egg, milk, and vanilla in large bowl. Beat at medium speed until creamy.
Step 3
Combine oats, flour, baking soda, salt and cinnamon. Mix into creamed mixture until just blended. Stir in nuts.
Step 4
Drop by rounded tablespoon onto baking sheet two inches apart and place caramel in center-do not press down. Bake ten to twelve minutes or until light brown around edges and caramel is completely melted.