Preheat the oven to 375°F. Leave a cookie sheet ungreased.
In a large mixing bowl, beat 1/2 cup butter-flavored shortening, 1 cup creamy peanut butter, and 1 1/2 cups packed brown sugar until combined.
Add 3 tablespoons milk, 1 teaspoon vanilla, and 1 large egg. Beat just until the mixture is smooth and combined. Do not overmix.
In a separate bowl, whisk together 1 1/4 cups all-purpose flour, 1/3 cup unsweetened cocoa powder, 3/4 teaspoon salt, and 3/4 teaspoon baking soda.
Gradually add the dry ingredients to the peanut butter mixture, stirring by hand after each addition until just combined. The dough will be thick.
Use a cookie scoop or tablespoon to portion the dough onto the ungreased cookie sheet, leaving space between each cookie.
Flatten each cookie slightly with a fork, making a crisscross pattern on top.
Bake for 7 to 8 minutes, or until the cookies are set around the edges. Avoid overbaking to keep the cookies soft.
Let the cookies cool on the baking sheet for 3 to 5 minutes, then transfer them to a wire rack to cool completely.