Heat oven to 190ºC . Cream crisco, cream cheese and milk in medium bowl at medium speed of electric mixer until well blended. Beat in sugar and vanilla. Mix in flour. Stir in nuts.
Drop level measuring tablespoonfuls of dough 5 cm apart onto ungreased baking sheet. Bake at 190ºC or 10 minutes. Remove to cooling rack.
Makes 3 dozen 5 cm cookies.
Lemon or Orange Variation: Add half teaspoon grated lemon or orange peel to dough.