HEAT oven to 350°F. Spray baking sheets with no-stick cooking spray.
COMBINE brown sugar, shortening, egg, milk, salt, baking soda and vanilla; beat at medium speed until well blended.
ADD flour gradually at low speed. Beat until well blended. Stir in nuts, chocolate chips and toffee baking bits.
DROP by level measuring tablespoonfuls 2 inches apart onto prepared baking sheets.
BAKE 10 to 12 minutes or until light golden brown. Cool 2 minutes on baking sheets; transfer to cooling rack to cool completely.