1Preheat oven to 375 degrees F (190 degrees C). Lightly grease baking sheets.
2Combine shortening, brown sugar, egg, milk, and vanilla in large bowl. Beat at medium speed until creamy.
3Combine oats, flour, baking soda, salt and cinnamon. Mix into creamed mixture until just blended. Stir in nuts.
4Drop 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.