HEAT oven to 375 degrees F. Coat baking sheets lightly with no-stick cooking spray.
COMBINE shortening, brown sugar, granulated sugar and peanut butter in bowl of electric mixer; beat at medium speed until well blended. Beat in egg and vanilla.
COMBINE flour, baking soda and salt in medium bowl. Mix into shortening mixture at low speed until just blended. Form rounded teaspoonfuls of dough around each peanut butter cup. Enclose entirely. Place 2 inches apart on baking sheet.
BAKE 8 to 10 minutes, or until cookies are just browned. Remove immediately to cooling rack.
COMBINE shortening, chocolate chips and peanut butter in microwave-safe measuring cup. Microwave on MEDIUM (50% power) 1 minute. Stir. Repeat until smooth.
DIP cookie tops in chocolate. Let stand until chocolate is set.