Preheat oven to 375°F (190°C) and line a cookie sheet.
Beat shortening, peanut butter, brown sugar, milk, and vanilla until smooth.
Mix in the egg until just combined.
Whisk flour, cocoa, baking soda, and salt; gradually add to wet ingredients.
Scoop dough into 1–1½ inch balls on the cookie sheet.
Press each ball with a fork to make a crisscross pattern.
Bake 7–8 minutes until edges are set.
Cool 2 minutes on the sheet, then transfer to a wire rack.