Preheat the oven to 375 degrees. Prepare a 24 well mini muffin pan with cooking spray.
Cream together shortening or butter, peanut butter and sugars. Beat until light and fluffy.
Add in egg, milk and vanilla. Continue beating 1 minute until well blended.
Sift together flour, baking soda and salt. Slowly add into creamed mixture. Mix well.
Shape by rounded tablespoon into balls. Place in prepared muffin tin.
Bake for 8-10 minutes until lightly browned. Remove from oven and quickly place a Mini Reese's Peanut Butter Cup into each well.
Let cool completely. Store in an airtight container.