In a large bowl, with an electric mixer, beat shortening and peanut butter until well blended. Add granulated sugar and brown sugar, beat until light and fluffy. Add egg, milk and vanilla, beat well.
In another bowl, stir together flour, baking soda and salt, gradually beat into peanut butter mixture. Roll dough into walnut-sized balls, then roll in additional sugar.
Place dough balls on an un-greased cookie sheet and bake for 8-10 minutes. While cookies are baking unwrap truffles.
Allow the cookies to cool, then place a truffle in the middle of the cookie pressing down a bit. (Note: If the cookies are too warm the truffle will melt, if the cookies are too cool they won't stick to the cookie.) You can also pipe some frosting into the center of each cookie before topping with a truffle to insure that they will stick.
Once the cookies are completely cooled, pipe two dots of frosting onto each truffle and adhere candy eyes. Pipe 4 legs onto each side of the cookies, leaving a space in the front and back for easily handling.