Preheat oven to 375 degrees.
Place sheets of foil on the countertop for cooling the cookies.
Combine brown sugar, shortening, milk and vanilla in a large bowl. Beat at medium speed with an electric mixer until well blended. Bet the egg into the mixture. In another bowl, combine the flour, salt and baking soda. Mix into the creamed mixture, blending lightly. Stir in the candy-coated chocolate pieces. Drop rounded tablespoons of dough about three inches apart on an ungreased baking sheet. Bake one baking sheet at a time for 8 to 10 minutes for chewy cookies, or 11 to 13 minutes for crisp cookies. Cool for a couple of minutes on baking sheet. Then transfer the cookies to the foil to cool completely.
Makes about 3 dozen cookies