HEAT oven to 350 degrees F.
COMBINE shortening, brown sugar, granulated sugar, eggs, milk and vanilla in bowl of electric mixer; beat at medium speed until well blended.
COMBINE oats, flour, baking soda and salt in medium bowl. Add gradually to creamed mixture at low speed. Beat just until blended. Stir in chocolate chips, chocolate pieces and nuts with spoon. Drop by rounded tablespoonfuls 3 inches apart onto ungreased baking sheets.
BAKE 8 to 10 minutes for chewy cookies or 10 to 12 minutes for crisp cookies. Cool 2 minutes on baking sheets; transfer to cooling racks to cool completely.