In a small bowl, cream shortening and sugars. Beat in egg and vanilla. In a small bowl, combine the oats, flour, baking soda and salt. Gradually add to the creamed mixture. Stir in walnuts.
Drop by tablespoonfuls 3 in. apart onto an ungreased baking sheet. Bake at 350° for 9-11 minutes or until edges are lightly browned. Let stand for 2 minutes before removing to a wire rack to cool completely.
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